+485.4%
P vs LII
+283.7%
+201.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.8% |
| 7D | +6.5% | -0.7% | +7.3% | +7.0% |
| 30D | +18.8% | -12.6% | +31.4% | +26.9% |
| 3M | +26.7% | -24.4% | +51.2% | +43.4% |
| 6M | +62.2% | -28.7% | +90.9% | +87.4% |
| YTD | +48.5% | -19.1% | +67.6% | +59.1% |
| 1Y | +26.4% | -29.7% | +56.1% | +44.7% |
| 3Y | +159.4% | +4.8% | +154.6% | +130.6% |
| 5Y | +275.8% | +24.6% | +251.2% | +192.1% |
| 10Y | +732.0% | +169.2% | +562.8% | +309.6% |
| All | +485.4% | +283.7% | +201.7% | +149.5% |
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