+1,057.8%
TER vs LII
+166.1%
+891.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +24.0% | -0.2% | +24.2% | +24.2% |
| 30D | -30.6% | -0.6% | -30.1% | -31.1% |
| 3M | -34.5% | -17.0% | -17.5% | -28.3% |
| 6M | -26.4% | -31.1% | +4.8% | -12.3% |
| YTD | +36.4% | -27.7% | +64.1% | +56.3% |
| 1Y | +47.4% | -26.2% | +73.6% | +66.8% |
| 3Y | +202.6% | -9.6% | +212.2% | +200.3% |
| 5Y | +83.9% | +15.7% | +68.2% | +53.0% |
| All | +1,057.8% | +166.1% | +891.7% | +561.3% |
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