+533.2%
XYZ vs LII
+225.7%
+307.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +16.7% | -24.4% | +41.2% | +35.5% |
| 6M | +26.9% | -28.7% | +55.6% | +50.8% |
| YTD | +27.1% | -19.1% | +46.3% | +37.8% |
| 1Y | +9.3% | -29.7% | +39.0% | +29.4% |
| 3Y | +42.3% | +4.8% | +37.5% | +19.3% |
| 5Y | -69.3% | +24.6% | -93.9% | -78.3% |
| 10Y | +586.8% | +169.2% | +417.6% | +219.0% |
| All | +533.2% | +225.7% | +307.5% | +176.4% |
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 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