+144.9%
W vs LII
+171.3%
-26.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +1.5% |
| 7D | -4.2% | -0.7% | -3.4% | -3.5% |
| 30D | -7.6% | -12.6% | +5.0% | +4.1% |
| 3M | +37.2% | -24.4% | +61.6% | +71.8% |
| 6M | +26.3% | -28.7% | +55.0% | +63.8% |
| YTD | -1.0% | -19.1% | +18.2% | +12.0% |
| 1Y | +20.1% | -29.7% | +49.8% | +52.3% |
| 3Y | +37.8% | +4.8% | +33.0% | +21.9% |
| 5Y | -63.7% | +24.6% | -88.2% | -73.2% |
| All | +144.9% | +171.3% | -26.4% | +24.2% |
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