-27.8%
AAL vs LII
+1,870.9%
-1,898.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | -20.8% | -12.6% | -8.2% | -12.9% |
| 3M | -1.3% | -24.4% | +23.2% | +17.5% |
| 6M | +5.4% | -28.7% | +34.1% | +29.2% |
| YTD | -14.4% | -19.1% | +4.8% | -5.1% |
| 1Y | +2.1% | -29.7% | +31.8% | +24.0% |
| 3Y | -10.6% | +4.8% | -15.3% | -22.8% |
| 5Y | -32.2% | +24.6% | -56.8% | -50.9% |
| 10Y | -62.7% | +169.2% | -231.9% | -86.5% |
| All | -27.8% | +1,870.9% | -1,898.7% | -95.1% |
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