-28.9%
AAL vs LII
+1,666.9%
-1,695.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -3.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -0.5% | -4.6% | +4.1% | +2.3% |
| 3M | -22.0% | -21.7% | -0.4% | -7.8% |
| 6M | +4.5% | -32.8% | +37.3% | +34.1% |
| YTD | -15.7% | -27.5% | +11.9% | +0.4% |
| 1Y | -3.7% | -28.0% | +24.3% | +15.0% |
| 3Y | +7.9% | -7.2% | +15.2% | +1.4% |
| 5Y | -40.7% | +22.6% | -63.3% | -57.0% |
| 10Y | -66.3% | +171.5% | -237.9% | -88.0% |
| All | -28.9% | +1,666.9% | -1,695.9% | -94.8% |
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 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