-27.6%
AAL vs LII
+1,632.4%
-1,659.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.3% |
| 7D | +4.6% | -0.6% | +5.2% | +5.2% |
| 30D | +2.6% | -4.6% | +7.2% | +5.4% |
| 3M | -17.8% | -21.2% | +3.4% | -3.3% |
| 6M | +1.9% | -36.4% | +38.3% | +35.9% |
| YTD | -14.0% | -28.9% | +14.9% | +3.8% |
| 1Y | +0.2% | -29.5% | +29.8% | +21.5% |
| 3Y | +13.0% | -8.6% | +21.6% | +7.3% |
| 5Y | -39.6% | +20.2% | -59.8% | -55.5% |
| 10Y | -65.7% | +166.2% | -231.9% | -87.6% |
| All | -27.6% | +1,632.4% | -1,659.9% | -94.6% |
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