-14.8%
AA vs LII
+19.9%
-34.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.7% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | -6.7% | -4.6% | -2.1% | -5.5% |
| 3M | -16.3% | -21.2% | +4.9% | -8.2% |
| 6M | -37.1% | -36.4% | -0.7% | -25.5% |
| YTD | -25.0% | -28.9% | +3.9% | -17.3% |
| 1Y | +8.6% | -29.5% | +38.1% | +20.3% |
| 3Y | +57.2% | -8.6% | +65.8% | +47.2% |
| All | -14.8% | +19.9% | -34.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling