-1.4%
AA vs LII
+3,124.4%
-3,125.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +5.0% | -12.6% | +17.6% | +11.4% |
| 3M | -35.8% | -24.4% | -11.4% | -28.5% |
| 6M | -18.4% | -28.7% | +10.3% | -7.5% |
| YTD | -5.5% | -19.1% | +13.7% | +0.4% |
| 1Y | +61.0% | -29.7% | +90.7% | +81.6% |
| 3Y | +66.2% | +4.8% | +61.4% | +52.7% |
| 5Y | +11.4% | +24.6% | -13.2% | -7.6% |
| 10Y | +116.9% | +169.2% | -52.3% | +25.1% |
| All | -1.4% | +3,124.4% | -3,125.8% | -79.7% |
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