+543.0%
XYZ vs LII
+192.0%
+351.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.3% |
| 7D | +9.2% | +0.2% | +9.0% | +9.4% |
| 30D | +9.8% | -4.6% | +14.4% | +12.6% |
| 3M | -0.2% | -21.7% | +21.5% | +15.9% |
| 6M | +18.0% | -32.8% | +50.7% | +46.2% |
| YTD | +29.1% | -27.5% | +56.6% | +49.2% |
| 1Y | +14.1% | -28.0% | +42.1% | +32.1% |
| 3Y | +72.6% | -7.2% | +79.9% | +56.4% |
| 5Y | -64.6% | +22.6% | -87.2% | -74.6% |
| 10Y | +590.0% | +171.5% | +418.4% | +230.1% |
| All | +543.0% | +192.0% | +351.0% | +199.3% |
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