+200.6%
W vs LII
+433.5%
-233.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -5.8% |
| 7D | -5.6% | +0.2% | -5.8% | -5.5% |
| 30D | +7.5% | -4.6% | +12.1% | +10.9% |
| 3M | +5.4% | -21.7% | +27.1% | +28.4% |
| 6M | +79.4% | -32.8% | +112.2% | +144.4% |
| YTD | +12.9% | -27.5% | +40.4% | +38.5% |
| 1Y | +12.4% | -28.0% | +40.4% | +38.3% |
| 3Y | +128.5% | -7.2% | +135.7% | +125.8% |
| 5Y | -54.0% | +22.6% | -76.6% | -63.8% |
| 10Y | +248.8% | +171.5% | +77.2% | +65.0% |
| All | +200.6% | +433.5% | -233.0% | -23.3% |
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