+621.5%
XYZ vs LII
+172.8%
+448.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -2.2% | -2.3% | +0.1% | -0.7% |
| 30D | +11.6% | -1.7% | +13.3% | +12.3% |
| 3M | +8.4% | -18.3% | +26.7% | +22.8% |
| 6M | +17.2% | -32.3% | +49.5% | +45.3% |
| YTD | +31.7% | -27.1% | +58.8% | +51.9% |
| 1Y | +30.1% | -27.2% | +57.2% | +49.8% |
| 3Y | +66.4% | -8.9% | +75.4% | +51.6% |
| 5Y | -62.2% | +19.7% | -81.8% | -73.0% |
| 10Y | +621.5% | +168.9% | +452.7% | +230.1% |
| All | +621.5% | +172.8% | +448.7% | +230.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling