+163.6%
W vs LII
+495.1%
-331.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +37.2% | -24.4% | +61.6% | +71.0% |
| 6M | +26.3% | -28.7% | +55.0% | +62.9% |
| YTD | -1.0% | -19.1% | +18.2% | +11.9% |
| 1Y | +20.1% | -29.7% | +49.8% | +51.7% |
| 3Y | +37.8% | +4.8% | +33.0% | +23.6% |
| 5Y | -63.7% | +24.6% | -88.2% | -72.2% |
| 10Y | +156.3% | +169.2% | -12.9% | +20.6% |
| All | +163.6% | +495.1% | -331.5% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling