-1.4%
AGG vs LII
+25.8%
-27.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | -0.4% | -12.4% | +12.0% | +0.2% |
| 3M | -0.3% | -24.8% | +24.5% | +0.8% |
| 6M | -1.2% | -25.2% | +23.9% | -0.2% |
| YTD | -0.4% | -20.3% | +19.9% | +0.3% |
| 1Y | +0.4% | -32.9% | +33.3% | +1.8% |
| 3Y | +13.4% | +2.0% | +11.4% | +11.5% |
| 5Y | -1.4% | +24.4% | -25.9% | -6.5% |
| All | -1.4% | +25.8% | -27.2% | -6.5% |
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