+294.5%
AG vs LII
+1,471.5%
-1,177.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.5% |
| 7D | +6.3% | -0.6% | +6.9% | +6.6% |
| 30D | -8.9% | -4.6% | -4.4% | -7.8% |
| 3M | -12.2% | -21.2% | +9.0% | -5.0% |
| 6M | -28.3% | -36.4% | +8.1% | -17.1% |
| YTD | -8.8% | -28.9% | +20.1% | +1.5% |
| 1Y | +39.4% | -29.5% | +68.9% | +55.5% |
| 3Y | +229.4% | -8.6% | +238.0% | +224.8% |
| 5Y | +14.5% | +20.2% | -5.7% | -0.4% |
| 10Y | +82.7% | +166.2% | -83.5% | +12.7% |
| All | +294.5% | +1,471.5% | -1,177.0% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling