+445.6%
AG vs LII
+1,687.8%
-1,242.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 6M | -26.7% | -28.7% | +2.0% | -18.4% |
| YTD | +26.1% | -19.1% | +45.3% | +34.6% |
| 1Y | +131.7% | -29.7% | +161.4% | +158.4% |
| 3Y | +255.3% | +4.8% | +250.6% | +234.1% |
| 5Y | +61.9% | +24.6% | +37.4% | +39.4% |
| 10Y | +72.0% | +169.2% | -97.2% | +6.4% |
| All | +445.6% | +1,687.8% | -1,242.2% | +52.1% |
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