-56.6%
ACHR vs LII
+32.1%
-88.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.1% | -10.5% |
| 7D | +11.9% | -0.2% | +12.1% | +12.0% |
| 30D | -2.5% | -0.6% | -1.9% | -3.1% |
| 3M | -31.2% | -17.0% | -14.2% | -23.9% |
| 6M | -32.2% | -31.1% | -1.1% | -18.6% |
| YTD | -42.4% | -27.7% | -14.8% | -34.3% |
| 1Y | -49.9% | -26.2% | -23.8% | -43.5% |
| 3Y | -12.9% | -9.6% | -3.3% | -13.2% |
| 5Y | -24.6% | +15.7% | -40.2% | -39.7% |
| All | -56.6% | +32.1% | -88.6% | -67.2% |
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