+57.5%
AG vs LII
+167.7%
-110.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | +4.5% | +2.1% | +2.4% | +3.8% |
| 30D | +12.9% | -12.4% | +25.3% | +17.5% |
| 3M | +20.9% | -24.8% | +45.7% | +30.7% |
| 6M | -19.5% | -25.2% | +5.6% | -12.9% |
| YTD | +24.8% | -20.3% | +45.0% | +33.0% |
| 1Y | +120.2% | -32.9% | +153.2% | +145.5% |
| 3Y | +279.0% | +2.0% | +277.0% | +264.7% |
| 5Y | +67.9% | +24.4% | +43.5% | +47.5% |
| 10Y | +57.5% | +167.2% | -109.7% | +28.2% |
| All | +57.5% | +167.7% | -110.2% | +28.2% |
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