+17.5%
AGG vs LII
+168.1%
-150.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.5% |
| 30D | +1.6% | -1.7% | +3.3% | +1.6% |
| 3M | -0.5% | -18.3% | +17.8% | +0.2% |
| 6M | -1.1% | -32.3% | +31.2% | +0.1% |
| YTD | -0.7% | -27.1% | +26.4% | +0.1% |
| 1Y | -0.7% | -27.2% | +26.5% | +0.1% |
| 3Y | +14.5% | -8.9% | +23.4% | +14.1% |
| 5Y | -0.9% | +19.7% | -20.6% | -2.9% |
| All | +17.5% | +168.1% | -150.6% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling