+3.5%
W vs LII
-27.8%
+31.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -7.4% | -2.3% | -5.1% | -6.1% |
| 30D | +7.8% | -1.7% | +9.5% | +8.1% |
| 3M | +10.9% | -18.3% | +29.2% | +22.9% |
| 6M | +86.4% | -32.3% | +118.8% | +122.6% |
| YTD | +14.0% | -27.1% | +41.1% | +24.0% |
| 1Y | +3.5% | -27.2% | +30.7% | +12.6% |
| All | +3.5% | -27.8% | +31.3% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling