+44.1%
PL vs LII
+7.1%
+37.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | -16.9% | -2.4% | -14.6% | -16.6% |
| 3M | -38.2% | -17.5% | -20.7% | -32.4% |
| 6M | -63.4% | -32.8% | -30.6% | -56.2% |
| YTD | -27.6% | -27.7% | +0.1% | -19.2% |
| 1Y | +6.6% | -28.1% | +34.6% | +19.5% |
| 3Y | +557.6% | -9.7% | +567.3% | +527.7% |
| 5Y | +39.5% | +19.5% | +20.0% | +5.2% |
| All | +44.1% | +7.1% | +37.1% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling