+38.4%
S vs LII
-6.9%
+45.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -8.0% |
| 7D | -16.7% | +0.2% | -16.9% | -16.7% |
| 30D | -17.0% | -4.6% | -12.4% | -16.2% |
| 3M | +2.0% | -21.7% | +23.7% | +9.1% |
| 6M | +35.1% | -32.8% | +67.9% | +48.3% |
| YTD | +42.8% | -27.5% | +70.3% | +48.2% |
| 1Y | +27.7% | -28.0% | +55.7% | +32.5% |
| All | +38.4% | -6.9% | +45.3% | +10.3% |
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