+387.7%
V vs LII
+168.6%
+219.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +2.0% | -12.6% | +14.6% | +6.0% |
| 3M | +17.4% | -24.4% | +41.8% | +25.8% |
| 6M | +17.5% | -28.7% | +46.2% | +27.4% |
| YTD | +7.6% | -19.1% | +26.7% | +11.3% |
| 1Y | +7.7% | -29.7% | +37.4% | +16.3% |
| 3Y | +54.7% | +4.8% | +49.9% | +37.6% |
| 5Y | +73.0% | +24.6% | +48.5% | +39.6% |
| All | +387.7% | +168.6% | +219.1% | +182.0% |
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 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