+0.3%
AG vs LII
+17.0%
-16.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.8% |
| 7D | -10.0% | +2.9% | -12.9% | -10.9% |
| 30D | -10.5% | +0.9% | -11.4% | -11.2% |
| 3M | -27.3% | -15.5% | -11.7% | -23.1% |
| 6M | -43.0% | -30.2% | -12.8% | -36.2% |
| YTD | -17.9% | -26.8% | +8.9% | -9.4% |
| 1Y | +11.9% | -25.3% | +37.2% | +22.8% |
| 3Y | +201.8% | -7.8% | +209.6% | +191.6% |
| All | +0.3% | +17.0% | -16.7% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling