+238.5%
TER vs LII
+5.3%
+233.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.9% |
| 7D | +0.6% | -0.7% | +1.3% | +1.0% |
| 30D | -8.3% | -12.6% | +4.3% | -1.5% |
| 3M | -12.2% | -24.4% | +12.2% | +0.1% |
| 6M | +17.1% | -28.7% | +45.8% | +37.3% |
| YTD | +84.7% | -19.1% | +103.8% | +99.3% |
| 1Y | +199.9% | -29.7% | +229.6% | +250.9% |
| All | +238.5% | +5.3% | +233.2% | +219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling