-8.4%
U vs LII
-31.8%
+23.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -3.8% | -0.7% | -3.1% | -3.8% |
| 30D | +17.5% | -12.6% | +30.1% | +18.4% |
| 3M | +38.7% | -24.4% | +63.2% | +40.5% |
| 6M | +104.4% | -28.7% | +133.1% | +103.7% |
| YTD | -5.7% | -19.1% | +13.5% | -8.3% |
| All | -8.4% | -31.8% | +23.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling