+942.5%
TER vs LII
+3,124.4%
-2,181.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | -12.2% | -24.4% | +12.2% | -1.0% |
| 6M | +17.1% | -28.7% | +45.8% | +35.7% |
| YTD | +84.7% | -19.1% | +103.8% | +100.1% |
| 1Y | +199.9% | -29.7% | +229.6% | +246.4% |
| 3Y | +232.8% | +4.8% | +228.0% | +213.2% |
| 5Y | +198.6% | +24.6% | +174.0% | +155.0% |
| 10Y | +1,669.7% | +169.2% | +1,500.5% | +910.2% |
| All | +942.5% | +3,124.4% | -2,181.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling