-67.2%
PL vs LII
-31.3%
-35.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -10.0% | -7.2% |
| 7D | -11.7% | +7.9% | -19.6% | -13.7% |
| 30D | -27.1% | -0.6% | -26.5% | -27.3% |
| 3M | -44.6% | -19.3% | -25.2% | -40.4% |
| 6M | -67.2% | -29.8% | -37.3% | -64.9% |
| All | -67.2% | -31.3% | -35.9% | -64.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling