+26.0%
AG vs LII
-28.7%
+54.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.4% | -5.6% |
| 7D | +6.0% | +0.4% | +5.5% | +5.9% |
| 30D | -13.5% | -2.4% | -11.2% | -13.2% |
| 3M | -20.7% | -17.5% | -3.2% | -13.3% |
| 6M | -31.5% | -32.8% | +1.3% | -19.3% |
| YTD | -10.1% | -27.7% | +17.5% | +3.5% |
| 1Y | +26.0% | -28.1% | +54.1% | +47.0% |
| All | +26.0% | -28.7% | +54.7% | +47.0% |
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