-8.4%
T vs LII
-29.2%
+20.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -10.6% | -4.6% | -6.0% | -10.4% |
| 3M | -7.7% | -21.2% | +13.5% | -7.2% |
| 6M | -13.3% | -36.4% | +23.1% | -12.3% |
| YTD | -8.8% | -28.9% | +20.2% | -7.3% |
| 1Y | -8.4% | -29.5% | +21.1% | -6.8% |
| All | -8.4% | -29.2% | +20.8% | -6.8% |
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