+112.9%
AA vs LII
+168.6%
-55.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | +5.0% | -12.6% | +17.6% | +12.0% |
| 3M | -35.8% | -24.4% | -11.4% | -27.9% |
| 6M | -18.4% | -28.7% | +10.3% | -6.4% |
| YTD | -5.5% | -19.1% | +13.7% | +0.4% |
| 1Y | +61.0% | -29.7% | +90.7% | +83.3% |
| 3Y | +66.2% | +4.8% | +61.4% | +46.5% |
| 5Y | +11.4% | +24.6% | -13.2% | -13.4% |
| All | +112.9% | +168.6% | -55.7% | +18.0% |
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