-67.1%
AAL vs LII
+162.0%
-229.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.1% |
| 7D | +4.6% | -0.6% | +5.2% | +5.1% |
| 30D | +2.6% | -4.6% | +7.2% | +5.0% |
| 3M | -17.8% | -21.2% | +3.4% | -6.0% |
| 6M | +1.9% | -36.4% | +38.3% | +29.2% |
| YTD | -14.0% | -28.9% | +14.9% | +0.6% |
| 1Y | +0.2% | -29.5% | +29.8% | +17.6% |
| 3Y | +13.0% | -8.6% | +21.6% | +8.8% |
| 5Y | -39.6% | +20.2% | -59.8% | -52.8% |
| All | -67.1% | +162.0% | -229.1% | -84.2% |
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