+72.6%
XYZ vs LII
-8.7%
+81.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.6% |
| 7D | +12.1% | -0.6% | +12.8% | +12.7% |
| 30D | +12.4% | -4.6% | +17.0% | +14.4% |
| 3M | +8.2% | -21.2% | +29.4% | +19.8% |
| 6M | +20.7% | -36.4% | +57.1% | +44.4% |
| YTD | +31.3% | -28.9% | +60.3% | +46.2% |
| 1Y | +20.5% | -29.5% | +50.0% | +34.7% |
| 3Y | +72.6% | -8.6% | +81.2% | +57.3% |
| All | +72.6% | -8.7% | +81.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling