+243.6%
W vs LII
+170.7%
+72.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +2.7% |
| 7D | +3.3% | -1.2% | +4.5% | +4.8% |
| 30D | +10.5% | -2.0% | +12.5% | +11.4% |
| 3M | +9.6% | -20.2% | +29.9% | +32.1% |
| 6M | +76.4% | -32.5% | +108.9% | +141.4% |
| YTD | +16.4% | -27.4% | +43.8% | +42.9% |
| 1Y | +9.3% | -28.2% | +37.5% | +35.2% |
| 3Y | +172.8% | -7.2% | +180.0% | +166.2% |
| 5Y | -53.4% | +19.9% | -73.3% | -64.2% |
| 10Y | +243.6% | +168.6% | +75.0% | +85.3% |
| All | +243.6% | +170.7% | +72.9% | +85.3% |
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