-28.6%
U vs LII
+36.0%
-64.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.8% | +17.8% | +16.8% |
| 7D | +24.3% | +0.2% | +24.1% | +23.7% |
| 30D | +8.6% | -4.6% | +13.2% | +10.7% |
| 3M | +37.6% | -21.7% | +59.2% | +59.4% |
| 6M | +78.5% | -32.8% | +111.3% | +119.9% |
| YTD | +10.5% | -27.5% | +38.0% | +22.6% |
| 1Y | +15.2% | -28.0% | +43.2% | +28.0% |
| 3Y | +76.6% | -7.2% | +83.8% | +35.5% |
| 5Y | -67.9% | +22.6% | -90.5% | -84.0% |
| All | -28.6% | +36.0% | -64.7% | -68.6% |
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