+53.6%
AA vs LII
+170.7%
-117.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.7% |
| 7D | +4.8% | -1.2% | +6.0% | +5.5% |
| 30D | -0.6% | -2.0% | +1.3% | -0.5% |
| 3M | -16.3% | -20.2% | +4.0% | -7.4% |
| 6M | -33.4% | -32.5% | -0.9% | -21.7% |
| YTD | -20.7% | -27.4% | +6.7% | -12.0% |
| 1Y | +12.9% | -28.2% | +41.1% | +26.0% |
| 3Y | +75.7% | -7.2% | +82.9% | +64.0% |
| 5Y | -6.8% | +19.9% | -26.7% | -26.9% |
| 10Y | +53.6% | +168.6% | -115.0% | -14.9% |
| All | +53.6% | +170.7% | -117.1% | -14.9% |
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