+573.0%
ADI vs LII
+164.9%
+408.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.6% |
| 7D | -12.8% | -0.6% | -12.2% | -12.6% |
| 30D | -11.3% | -4.6% | -6.8% | -10.1% |
| 3M | -3.4% | -21.2% | +17.9% | +6.9% |
| 6M | -12.0% | -36.4% | +24.4% | +5.9% |
| YTD | +35.3% | -28.9% | +64.2% | +52.8% |
| 1Y | +58.1% | -29.5% | +87.6% | +79.2% |
| 3Y | +127.4% | -8.6% | +135.9% | +121.4% |
| 5Y | +114.6% | +20.2% | +94.4% | +77.7% |
| All | +573.0% | +164.9% | +408.1% | +286.6% |
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 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