-26.3%
U vs LII
+35.7%
-62.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +24.4% | +0.4% | +23.9% | +23.6% |
| 30D | +7.4% | -2.4% | +9.8% | +7.7% |
| 3M | +16.8% | -17.5% | +34.3% | +30.9% |
| 6M | +78.8% | -32.8% | +111.6% | +120.4% |
| YTD | +14.0% | -27.7% | +41.7% | +26.5% |
| 1Y | +16.7% | -28.1% | +44.8% | +29.6% |
| 3Y | +86.4% | -9.7% | +96.0% | +46.6% |
| 5Y | -71.5% | +19.5% | -91.0% | -85.7% |
| All | -26.3% | +35.7% | -62.1% | -67.5% |
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 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