-6.4%
T vs LII
-26.0%
+19.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.9% |
| 7D | +5.5% | +7.9% | -2.5% | +5.0% |
| 30D | -8.9% | -0.6% | -8.3% | -8.9% |
| 3M | -5.6% | -19.3% | +13.8% | -5.2% |
| 6M | -14.3% | -29.8% | +15.6% | -13.6% |
| YTD | -7.9% | -25.4% | +17.5% | -6.6% |
| 1Y | -6.4% | -26.2% | +19.8% | -5.0% |
| All | -6.4% | -26.0% | +19.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling