+167.1%
P vs LII
-6.9%
+174.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.8% | -13.6% | -15.4% |
| 7D | -31.9% | +0.2% | -32.1% | -31.9% |
| 30D | -36.5% | -4.6% | -31.9% | -35.9% |
| 3M | +11.6% | -21.7% | +33.2% | +21.6% |
| 6M | +25.2% | -32.8% | +58.0% | +43.4% |
| YTD | +39.4% | -27.5% | +67.0% | +52.0% |
| 1Y | -3.7% | -28.0% | +24.3% | +4.9% |
| All | +167.1% | -6.9% | +174.0% | +163.7% |
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 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