+163.9%
RF vs LII
+3,124.4%
-2,960.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +8.1% | -24.4% | +32.5% | +19.7% |
| 6M | +11.5% | -28.7% | +40.2% | +25.7% |
| YTD | +15.6% | -19.1% | +34.7% | +22.4% |
| 1Y | +15.7% | -29.7% | +45.4% | +29.6% |
| 3Y | +86.9% | +4.8% | +82.1% | +69.8% |
| 5Y | +89.8% | +24.6% | +65.3% | +54.9% |
| 10Y | +344.7% | +169.2% | +175.5% | +153.6% |
| All | +163.9% | +3,124.4% | -2,960.5% | -38.0% |
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 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