-53.1%
W vs LII
+20.3%
-73.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | -7.4% | -2.3% | -5.1% | -4.9% |
| 30D | +7.8% | -1.7% | +9.5% | +8.3% |
| 3M | +10.9% | -18.3% | +29.2% | +35.0% |
| 6M | +86.4% | -32.3% | +118.8% | +168.2% |
| YTD | +14.0% | -27.1% | +41.1% | +41.3% |
| 1Y | +3.5% | -27.2% | +30.7% | +27.8% |
| 3Y | +164.8% | -8.9% | +173.7% | +117.2% |
| 5Y | -53.1% | +19.7% | -72.8% | -81.6% |
| All | -53.1% | +20.3% | -73.4% | -81.6% |
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 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