+2,379.0%
O vs LII
+3,124.4%
-745.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -1.9% | -12.6% | +10.7% | +2.0% |
| 3M | +3.8% | -24.4% | +28.3% | +11.3% |
| 6M | -4.7% | -28.7% | +24.0% | +3.2% |
| YTD | +12.5% | -19.1% | +31.6% | +16.9% |
| 1Y | +10.8% | -29.7% | +40.5% | +19.5% |
| 3Y | +28.8% | +4.8% | +24.0% | +18.4% |
| 5Y | +13.2% | +24.6% | -11.4% | -4.0% |
| 10Y | +53.5% | +169.2% | -115.8% | -0.2% |
| All | +2,379.0% | +3,124.4% | -745.3% | +696.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling