+210.1%
W vs LII
+169.1%
+41.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.6% |
| 7D | +0.2% | +2.9% | -2.8% | -2.3% |
| 30D | +6.8% | +0.9% | +5.9% | +5.1% |
| 3M | +10.7% | -15.5% | +26.2% | +26.9% |
| 6M | +86.3% | -30.2% | +116.6% | +147.6% |
| YTD | +11.5% | -26.8% | +38.3% | +36.1% |
| 1Y | +5.1% | -25.3% | +30.4% | +25.4% |
| 3Y | +171.0% | -7.8% | +178.7% | +165.9% |
| 5Y | -56.6% | +17.0% | -73.6% | -66.3% |
| All | +210.1% | +169.1% | +41.0% | +62.5% |
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