+192.8%
TER vs LII
-8.9%
+201.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +11.6% |
| 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% | +44.2% |
| 1Y | +35.2% | -28.2% | +63.4% | +54.3% |
| 3Y | +192.8% | -7.2% | +200.0% | +151.3% |
| All | +192.8% | -8.9% | +201.7% | +151.3% |
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 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