+94.4%
QQQ vs LII
+25.8%
+68.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | -0.6% | -12.4% | +11.8% | +3.9% |
| 3M | +0.4% | -24.8% | +25.2% | +9.2% |
| 6M | +20.1% | -25.2% | +45.2% | +29.9% |
| YTD | +17.2% | -20.3% | +37.5% | +22.9% |
| 1Y | +24.7% | -32.9% | +57.6% | +39.4% |
| 3Y | +96.2% | +2.0% | +94.1% | +73.5% |
| 5Y | +94.4% | +24.4% | +69.9% | +44.0% |
| All | +94.4% | +25.8% | +68.6% | +44.0% |
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