-44.7%
S vs LII
+7.2%
-51.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +7.0% |
| 7D | +1.6% | -1.2% | +2.7% | +2.2% |
| 30D | -10.5% | -2.0% | -8.5% | -10.2% |
| 3M | +9.9% | -20.2% | +30.1% | +21.5% |
| 6M | +41.8% | -32.5% | +74.3% | +65.3% |
| YTD | +56.8% | -27.4% | +84.2% | +68.9% |
| 1Y | +39.0% | -28.2% | +67.2% | +50.2% |
| 3Y | +53.8% | -7.2% | +61.1% | +27.2% |
| 5Y | -68.6% | +19.9% | -88.5% | -81.1% |
| All | -44.7% | +7.2% | -51.8% | -65.1% |
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