+99.5%
U vs LII
-8.7%
+108.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.2% |
| 7D | +36.6% | -0.6% | +37.2% | +36.5% |
| 30D | +13.3% | -4.6% | +17.9% | +14.5% |
| 3M | +26.2% | -21.2% | +47.4% | +36.2% |
| 6M | +88.7% | -36.4% | +125.2% | +115.9% |
| YTD | +16.6% | -28.9% | +45.5% | +23.0% |
| 1Y | +29.0% | -29.5% | +58.5% | +36.5% |
| 3Y | +99.5% | -8.6% | +108.1% | +62.4% |
| All | +99.5% | -8.7% | +108.2% | +62.4% |
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