-68.9%
XYZ vs LII
+25.3%
-94.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | +16.7% | -24.4% | +41.2% | +36.5% |
| 6M | +26.9% | -28.7% | +55.6% | +52.4% |
| YTD | +27.1% | -19.1% | +46.3% | +37.2% |
| 1Y | +9.3% | -29.7% | +39.0% | +30.7% |
| 3Y | +42.3% | +4.8% | +37.5% | +3.7% |
| All | -68.9% | +25.3% | -94.2% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling