+146.4%
RF vs LII
+2,790.7%
-2,644.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +5.0% | -4.6% | +9.6% | +6.7% |
| 3M | -10.0% | -21.7% | +11.7% | -0.5% |
| 6M | +3.3% | -32.8% | +36.1% | +19.7% |
| YTD | +7.9% | -27.5% | +35.4% | +19.3% |
| 1Y | +21.2% | -28.0% | +49.2% | +34.2% |
| 3Y | +105.8% | -7.2% | +113.0% | +96.5% |
| 5Y | +43.7% | +22.6% | +21.1% | +17.5% |
| 10Y | +289.4% | +171.5% | +117.9% | +120.5% |
| All | +146.4% | +2,790.7% | -2,644.2% | -39.6% |
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