-73.3%
U vs LII
+17.0%
-90.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.5% |
| 7D | +2.6% | +2.9% | -0.4% | +0.6% |
| 30D | +27.6% | +0.9% | +26.6% | +25.0% |
| 3M | +15.3% | -15.5% | +30.9% | +28.0% |
| 6M | +96.4% | -30.2% | +126.6% | +137.3% |
| YTD | +19.6% | -26.8% | +46.4% | +31.4% |
| 1Y | +42.1% | -25.3% | +67.4% | +52.4% |
| 3Y | +87.5% | -7.8% | +95.3% | +32.0% |
| All | -73.3% | +17.0% | -90.3% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling