+147.7%
P vs LII
+5.3%
+142.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +6.5% | -0.7% | +7.3% | +6.9% |
| 30D | +18.8% | -12.6% | +31.4% | +25.2% |
| 3M | +26.7% | -24.4% | +51.2% | +40.0% |
| 6M | +62.2% | -28.7% | +90.9% | +82.6% |
| YTD | +48.5% | -19.1% | +67.6% | +56.6% |
| 1Y | +26.4% | -29.7% | +56.1% | +41.9% |
| All | +147.7% | +5.3% | +142.4% | +132.2% |
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