-22.5%
ACN vs LII
+19.9%
-42.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +33.5% | -4.6% | +38.1% | +34.8% |
| 3M | +53.5% | -21.2% | +74.7% | +62.8% |
| 6M | +52.2% | -36.4% | +88.7% | +67.8% |
| YTD | -0.1% | -28.9% | +28.8% | +4.5% |
| 1Y | +11.0% | -29.5% | +40.6% | +16.3% |
| 3Y | -11.8% | -8.6% | -3.2% | -23.6% |
| All | -22.5% | +19.9% | -42.4% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling