+83.0%
PL vs LII
+19.7%
+63.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.9% |
| 7D | -9.3% | -0.7% | -8.6% | -9.1% |
| 30D | -18.9% | -12.6% | -6.3% | -13.2% |
| 3M | -58.4% | -24.4% | -33.9% | -52.8% |
| 6M | -30.3% | -28.7% | -1.6% | -18.8% |
| YTD | -8.1% | -19.1% | +11.0% | -2.5% |
| 1Y | +180.5% | -29.7% | +210.2% | +224.0% |
| 3Y | +444.1% | +4.8% | +439.4% | +382.0% |
| 5Y | +83.0% | +24.6% | +58.5% | +31.6% |
| All | +83.0% | +19.7% | +63.3% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling