-47.8%
S vs LII
+7.9%
-55.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +2.0% | +2.9% | -1.0% | +0.6% |
| 30D | -2.7% | +0.9% | -3.6% | -3.9% |
| 3M | -6.9% | -15.5% | +8.6% | +0.2% |
| 6M | +38.1% | -30.2% | +68.3% | +58.0% |
| YTD | +48.0% | -26.8% | +74.8% | +58.9% |
| 1Y | +34.5% | -25.3% | +59.7% | +41.7% |
| 3Y | +38.3% | -7.8% | +46.1% | +15.2% |
| 5Y | -70.9% | +17.0% | -87.9% | -82.2% |
| All | -47.8% | +7.9% | -55.7% | -67.2% |
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