+14.8%
PL vs LII
+7.3%
+7.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -8.7% |
| 7D | -20.5% | +0.2% | -20.7% | -20.7% |
| 30D | -38.8% | -4.6% | -34.2% | -37.7% |
| 3M | -49.1% | -21.7% | -27.5% | -42.8% |
| 6M | -69.4% | -32.8% | -36.6% | -63.3% |
| YTD | -42.3% | -27.5% | -14.8% | -35.7% |
| 1Y | -14.2% | -28.0% | +13.8% | -3.9% |
| 3Y | +398.7% | -7.2% | +405.9% | +368.5% |
| 5Y | +11.1% | +22.6% | -11.5% | -16.3% |
| All | +14.8% | +7.3% | +7.5% | -13.2% |
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 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