+47.8%
AA vs LII
+172.8%
-125.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.3% |
| 7D | +1.1% | -2.3% | +3.4% | +2.3% |
| 30D | -1.3% | -1.7% | +0.4% | -1.2% |
| 3M | -23.9% | -18.3% | -5.6% | -16.8% |
| 6M | -36.8% | -32.3% | -4.5% | -25.8% |
| YTD | -22.2% | -27.1% | +4.9% | -13.8% |
| 1Y | +10.4% | -27.2% | +37.5% | +22.3% |
| 3Y | +72.0% | -8.9% | +80.9% | +62.3% |
| 5Y | -15.6% | +19.7% | -35.3% | -33.8% |
| 10Y | +47.8% | +168.9% | -121.1% | -19.5% |
| All | +47.8% | +172.8% | -125.0% | -19.5% |
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