+15.1%
AGG vs LII
+163.1%
-148.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -0.2% | +0.5% | -0.6% | -0.2% |
| 30D | -0.2% | -11.2% | +11.0% | +0.2% |
| 3M | -0.7% | -28.8% | +28.1% | +0.3% |
| 6M | -1.8% | -26.9% | +25.2% | -0.9% |
| YTD | -0.6% | -22.2% | +21.6% | 0.0% |
| 1Y | +0.4% | -32.0% | +32.3% | +1.4% |
| 3Y | +13.2% | -0.4% | +13.6% | +12.4% |
| 5Y | -2.0% | +22.4% | -24.4% | -4.0% |
| 10Y | +15.1% | +171.4% | -156.4% | +11.8% |
| All | +15.1% | +163.1% | -148.0% | +11.8% |
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 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