+599.6%
XYZ vs LII
+168.6%
+431.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.5% |
| 7D | -1.0% | -0.7% | -0.2% | -0.5% |
| 30D | -1.7% | -12.6% | +10.9% | +7.2% |
| 3M | +16.7% | -24.4% | +41.2% | +35.8% |
| 6M | +26.9% | -28.7% | +55.6% | +51.3% |
| YTD | +27.1% | -19.1% | +46.3% | +37.9% |
| 1Y | +9.3% | -29.7% | +39.0% | +29.8% |
| 3Y | +42.3% | +4.8% | +37.5% | +18.1% |
| 5Y | -69.3% | +24.6% | -93.9% | -78.6% |
| All | +599.6% | +168.6% | +431.0% | +216.6% |
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 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