-66.0%
AAL vs LII
+172.8%
-238.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +3.4% | -2.3% | +5.7% | +4.9% |
| 30D | +11.7% | -1.7% | +13.4% | +12.4% |
| 3M | -7.8% | -18.3% | +10.5% | +3.1% |
| 6M | +10.2% | -32.3% | +42.6% | +35.0% |
| YTD | -8.0% | -27.1% | +19.1% | +6.1% |
| 1Y | +8.5% | -27.2% | +35.7% | +25.0% |
| 3Y | +19.5% | -8.9% | +28.4% | +15.5% |
| 5Y | -33.9% | +19.7% | -53.6% | -48.1% |
| 10Y | -66.0% | +168.9% | -234.9% | -84.2% |
| All | -66.0% | +172.8% | -238.8% | -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