+117.8%
ORLY vs LII
+25.8%
+92.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -2.3% | +2.1% | -4.4% | -2.7% |
| 30D | -8.2% | -12.4% | +4.2% | -6.0% |
| 3M | -3.5% | -24.8% | +21.3% | +0.7% |
| 6M | -9.2% | -25.2% | +16.0% | -5.5% |
| YTD | -5.8% | -20.3% | +14.4% | -3.3% |
| 1Y | -19.3% | -32.9% | +13.7% | -14.4% |
| 3Y | +34.4% | +2.0% | +32.4% | +23.7% |
| 5Y | +117.8% | +24.4% | +93.4% | +86.7% |
| All | +117.8% | +25.8% | +92.0% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling