+23.1%
Q vs LII
-30.6%
+53.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -9.8% | -4.6% | -5.2% | -9.2% |
| 3M | -12.2% | -21.2% | +9.0% | -3.2% |
| 6M | -21.6% | -36.4% | +14.8% | -5.3% |
| YTD | +43.6% | -28.9% | +72.5% | +57.4% |
| 1Y | +25.7% | -29.5% | +55.2% | +36.4% |
| All | +23.1% | -30.6% | +53.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling