+1,658.7%
AFL vs LII
+3,124.4%
-1,465.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -6.2% | -12.6% | +6.4% | -2.1% |
| 3M | +2.2% | -24.4% | +26.6% | +10.1% |
| 6M | +5.3% | -28.7% | +34.0% | +14.6% |
| YTD | +8.0% | -19.1% | +27.1% | +12.1% |
| 1Y | +10.2% | -29.7% | +39.9% | +19.4% |
| 3Y | +67.1% | +4.8% | +62.3% | +51.7% |
| 5Y | +135.6% | +24.6% | +111.0% | +95.7% |
| 10Y | +299.4% | +169.2% | +130.2% | +147.4% |
| All | +1,658.7% | +3,124.4% | -1,465.6% | +448.4% |
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