+266.4%
AG vs LII
+5.3%
+261.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +19.2% | -12.6% | +31.8% | +24.8% |
| 3M | +6.2% | -24.4% | +30.6% | +15.6% |
| 6M | -26.7% | -28.7% | +2.0% | -18.8% |
| YTD | +26.1% | -19.1% | +45.3% | +35.0% |
| 1Y | +131.7% | -29.7% | +161.4% | +156.3% |
| All | +266.4% | +5.3% | +261.1% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling