-54.2%
W vs LII
+19.9%
-74.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | +0.6% |
| 7D | -3.6% | -0.6% | -3.0% | -2.7% |
| 30D | +7.0% | -4.6% | +11.6% | +10.8% |
| 3M | +7.4% | -21.2% | +28.6% | +35.7% |
| 6M | +69.3% | -36.4% | +105.7% | +160.3% |
| YTD | +11.3% | -28.9% | +40.2% | +41.6% |
| 1Y | +13.2% | -29.5% | +42.7% | +44.7% |
| 3Y | +142.0% | -8.6% | +150.6% | +95.1% |
| All | -54.2% | +19.9% | -74.1% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling