-4.4%
ON vs LII
-8.7%
+4.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.7% |
| 7D | -11.7% | -0.6% | -11.1% | -11.4% |
| 30D | -23.3% | -4.6% | -18.7% | -21.6% |
| 3M | -19.2% | -21.2% | +2.0% | -6.7% |
| 6M | -40.1% | -36.4% | -3.7% | -21.7% |
| YTD | +16.9% | -28.9% | +45.8% | +39.2% |
| 1Y | +29.7% | -29.5% | +59.3% | +55.2% |
| 3Y | -4.4% | -8.6% | +4.2% | -11.0% |
| All | -4.4% | -8.7% | +4.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling