+1,683.2%
TER vs LII
+168.6%
+1,514.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.8% |
| 7D | +0.6% | -0.7% | +1.3% | +1.0% |
| 30D | -8.3% | -12.6% | +4.3% | -1.4% |
| 3M | -12.2% | -24.4% | +12.2% | +0.4% |
| 6M | +17.1% | -28.7% | +45.8% | +38.0% |
| YTD | +84.7% | -19.1% | +103.8% | +101.1% |
| 1Y | +199.9% | -29.7% | +229.6% | +251.9% |
| 3Y | +232.8% | +4.8% | +228.0% | +206.2% |
| 5Y | +198.6% | +24.6% | +174.0% | +140.6% |
| All | +1,683.2% | +168.6% | +1,514.6% | +922.4% |
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