+137.6%
AFL vs LII
+25.3%
+112.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -6.2% | -12.6% | +6.4% | -3.9% |
| 3M | +2.2% | -24.4% | +26.6% | +6.5% |
| 6M | +5.3% | -28.7% | +34.0% | +10.6% |
| YTD | +8.0% | -19.1% | +27.1% | +9.9% |
| 1Y | +10.2% | -29.7% | +39.9% | +15.5% |
| 3Y | +67.1% | +4.8% | +62.3% | +51.7% |
| All | +137.6% | +25.3% | +112.3% | +100.7% |
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