-68.9%
S vs LII
+19.9%
-88.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.6% |
| 7D | -13.4% | -0.6% | -12.8% | -13.3% |
| 30D | -14.0% | -4.6% | -9.4% | -12.7% |
| 3M | +4.9% | -21.2% | +26.1% | +16.6% |
| 6M | +42.0% | -36.4% | +78.5% | +70.9% |
| YTD | +45.1% | -28.9% | +74.1% | +57.8% |
| 1Y | +33.1% | -29.5% | +62.6% | +44.8% |
| 3Y | +40.6% | -8.6% | +49.2% | +14.9% |
| All | -68.9% | +19.9% | -88.8% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling