-55.5%
ACHR vs LII
+29.8%
-85.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.0% | +16.7% | +15.9% |
| 7D | +5.7% | -0.6% | +6.3% | +5.9% |
| 30D | -4.9% | -4.6% | -0.3% | -3.4% |
| 3M | -15.1% | -21.2% | +6.1% | -3.5% |
| 6M | -30.7% | -36.4% | +5.7% | -12.7% |
| YTD | -41.0% | -28.9% | -12.0% | -32.0% |
| 1Y | -50.0% | -29.5% | -20.5% | -42.0% |
| 3Y | -17.0% | -8.6% | -8.4% | -18.2% |
| 5Y | -29.4% | +20.2% | -49.6% | -43.6% |
| All | -55.5% | +29.8% | -85.2% | -66.1% |
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