-65.4%
AAL vs LII
+170.7%
-236.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.2% |
| 7D | +8.3% | -1.2% | +9.4% | +9.2% |
| 30D | +11.0% | -2.0% | +12.9% | +11.8% |
| 3M | -11.2% | -20.2% | +9.1% | +0.9% |
| 6M | +6.1% | -32.5% | +38.6% | +30.1% |
| YTD | -7.6% | -27.4% | +19.7% | +6.7% |
| 1Y | +3.7% | -28.2% | +31.9% | +20.5% |
| 3Y | +20.5% | -7.2% | +27.7% | +15.1% |
| 5Y | -36.4% | +19.9% | -56.3% | -50.1% |
| 10Y | -65.4% | +168.6% | -234.1% | -83.8% |
| All | -65.4% | +170.7% | -236.2% | -83.8% |
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