+71.7%
AG vs LII
+170.7%
-99.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.0% |
| 7D | +10.8% | -1.2% | +12.0% | +11.3% |
| 30D | -8.2% | -2.0% | -6.2% | -7.9% |
| 3M | -13.7% | -20.2% | +6.6% | -7.7% |
| 6M | -27.3% | -32.5% | +5.3% | -18.8% |
| YTD | -4.6% | -27.4% | +22.8% | +4.4% |
| 1Y | +39.4% | -28.2% | +67.5% | +53.0% |
| 3Y | +244.1% | -7.2% | +251.3% | +240.4% |
| 5Y | +16.8% | +19.9% | -3.1% | +3.7% |
| 10Y | +71.7% | +168.6% | -96.9% | +25.6% |
| All | +71.7% | +170.7% | -99.0% | +25.6% |
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