-47.6%
S vs LII
+6.7%
-54.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.9% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | -7.2% | -0.6% | -6.6% | -7.6% |
| 3M | 0.0% | -17.0% | +16.9% | +8.5% |
| 6M | +41.6% | -31.1% | +72.7% | +63.1% |
| YTD | +48.6% | -27.7% | +76.3% | +60.4% |
| 1Y | +30.0% | -26.2% | +56.2% | +37.9% |
| 3Y | +42.2% | -9.6% | +51.8% | +19.9% |
| 5Y | -70.8% | +15.7% | -86.4% | -82.0% |
| All | -47.6% | +6.7% | -54.3% | -66.9% |
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