+449.1%
PL vs LII
+5.3%
+443.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.8% |
| 7D | -9.3% | -0.7% | -8.6% | -9.1% |
| 30D | -18.9% | -12.6% | -6.3% | -13.6% |
| 3M | -58.4% | -24.4% | -33.9% | -53.3% |
| 6M | -30.3% | -28.7% | -1.6% | -19.5% |
| YTD | -8.1% | -19.1% | +11.0% | -3.4% |
| 1Y | +180.5% | -29.7% | +210.2% | +222.1% |
| All | +449.1% | +5.3% | +443.8% | +375.9% |
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