+120.2%
AG vs LII
-32.7%
+153.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.4% |
| 7D | +4.5% | +2.1% | +2.4% | +3.4% |
| 30D | +12.9% | -12.4% | +25.3% | +20.0% |
| 3M | +20.9% | -24.8% | +45.7% | +34.7% |
| 6M | -19.5% | -25.2% | +5.6% | -10.2% |
| YTD | +24.8% | -20.3% | +45.0% | +37.6% |
| 1Y | +120.2% | -32.9% | +153.2% | +161.6% |
| All | +120.2% | -32.7% | +153.0% | +161.6% |
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 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