-14.2%
PL vs LII
-27.8%
+13.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -9.5% |
| 7D | -20.5% | +0.2% | -20.7% | -20.6% |
| 30D | -38.8% | -4.6% | -34.2% | -38.3% |
| 3M | -49.1% | -21.7% | -27.5% | -46.2% |
| 6M | -69.4% | -32.8% | -36.6% | -66.7% |
| YTD | -42.3% | -27.5% | -14.8% | -40.5% |
| 1Y | -14.2% | -28.0% | +13.8% | -9.2% |
| All | -14.2% | -27.8% | +13.6% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling