-24.0%
AA vs LII
+2,790.7%
-2,814.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.0% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -10.8% | -4.6% | -6.2% | -9.5% |
| 3M | -19.1% | -21.7% | +2.6% | -10.4% |
| 6M | -38.7% | -32.8% | -5.9% | -28.6% |
| YTD | -27.1% | -27.5% | +0.4% | -19.3% |
| 1Y | +8.3% | -28.0% | +36.3% | +20.4% |
| 3Y | +49.6% | -7.2% | +56.8% | +44.5% |
| 5Y | -15.5% | +22.6% | -38.1% | -29.9% |
| 10Y | +60.9% | +171.5% | -110.7% | -8.2% |
| All | -24.0% | +2,790.7% | -2,814.7% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling