+886.2%
TER vs LII
+162.0%
+724.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +3.6% |
| 7D | -20.5% | -0.6% | -19.9% | -20.3% |
| 30D | -47.0% | -4.6% | -42.4% | -46.2% |
| 3M | -43.3% | -21.2% | -22.1% | -36.2% |
| 6M | -42.9% | -36.4% | -6.5% | -28.8% |
| YTD | +12.9% | -28.9% | +41.8% | +30.3% |
| 1Y | +18.2% | -29.5% | +47.7% | +37.0% |
| 3Y | +151.8% | -8.6% | +160.4% | +147.8% |
| 5Y | +54.2% | +20.2% | +34.0% | +25.7% |
| All | +886.2% | +162.0% | +724.2% | +458.0% |
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