+11.1%
S vs LII
+5.3%
+5.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | -7.7% | -0.7% | -7.0% | -7.5% |
| 30D | -5.3% | -12.6% | +7.3% | -1.4% |
| 3M | +20.3% | -24.4% | +44.7% | +28.9% |
| 6M | +47.4% | -28.7% | +76.1% | +60.1% |
| YTD | +32.5% | -19.1% | +51.7% | +34.1% |
| 1Y | +9.5% | -29.7% | +39.2% | +18.7% |
| All | +11.1% | +5.3% | +5.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling