+156.5%
ACN vs LII
+162.0%
-5.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +33.5% | -4.6% | +38.1% | +35.1% |
| 3M | +53.5% | -21.2% | +74.7% | +65.4% |
| 6M | +52.2% | -36.4% | +88.7% | +72.2% |
| YTD | -0.1% | -28.9% | +28.8% | +6.5% |
| 1Y | +11.0% | -29.5% | +40.6% | +18.6% |
| 3Y | -11.8% | -8.6% | -3.2% | -20.8% |
| 5Y | -22.8% | +20.2% | -43.0% | -41.1% |
| All | +156.5% | +162.0% | -5.5% | +47.1% |
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 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