+346.5%
RF vs LII
+168.6%
+177.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -3.6% | -12.6% | +9.0% | +2.4% |
| 3M | +8.1% | -24.4% | +32.5% | +20.2% |
| 6M | +11.5% | -28.7% | +40.2% | +26.4% |
| YTD | +15.6% | -19.1% | +34.7% | +22.0% |
| 1Y | +15.7% | -29.7% | +45.4% | +30.2% |
| 3Y | +86.9% | +4.8% | +82.1% | +61.8% |
| 5Y | +89.8% | +24.6% | +65.3% | +45.0% |
| All | +346.5% | +168.6% | +177.9% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling