+33.4%
AG vs LII
-26.0%
+59.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.6% | +5.5% | +7.4% |
| 7D | -2.6% | +7.9% | -10.5% | -6.0% |
| 30D | -12.1% | -0.6% | -11.5% | -12.4% |
| 3M | -6.6% | -19.3% | +12.7% | +3.4% |
| 6M | -20.5% | -29.8% | +9.4% | -8.3% |
| YTD | -7.4% | -25.4% | +18.0% | +4.9% |
| 1Y | +33.4% | -26.2% | +59.6% | +53.7% |
| All | +33.4% | -26.0% | +59.4% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling