+45.0%
AA vs LII
+166.2%
-121.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -5.0% | -2.4% | -2.6% | -4.6% |
| 3M | -22.2% | -17.5% | -4.7% | -15.3% |
| 6M | -36.3% | -32.8% | -3.5% | -25.0% |
| YTD | -24.2% | -27.7% | +3.5% | -15.7% |
| 1Y | +3.9% | -28.1% | +31.9% | +15.8% |
| 3Y | +67.6% | -9.7% | +77.2% | +58.7% |
| 5Y | -8.8% | +19.5% | -28.3% | -28.4% |
| 10Y | +45.0% | +170.6% | -125.7% | -21.0% |
| All | +45.0% | +166.2% | -121.3% | -21.0% |
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