+1,001.8%
TER vs LII
+170.7%
+831.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +11.5% |
| 7D | -5.8% | -1.2% | -4.6% | -5.1% |
| 30D | -38.9% | -2.0% | -37.0% | -38.8% |
| 3M | -35.1% | -20.2% | -14.9% | -27.4% |
| 6M | -31.6% | -32.5% | +1.0% | -17.5% |
| YTD | +27.2% | -27.4% | +54.6% | +45.4% |
| 1Y | +35.2% | -28.2% | +63.4% | +55.4% |
| 3Y | +192.8% | -7.2% | +200.0% | +186.4% |
| 5Y | +72.4% | +19.9% | +52.5% | +40.8% |
| 10Y | +1,001.8% | +168.6% | +833.2% | +518.0% |
| All | +1,001.8% | +170.7% | +831.1% | +518.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling