+98.3%
AGG vs LII
+3,513.0%
-3,414.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -0.2% | -0.7% | +0.6% | -0.2% |
| 30D | -0.4% | -12.6% | +12.2% | -0.4% |
| 3M | -0.7% | -24.4% | +23.8% | -0.6% |
| 6M | -1.5% | -28.7% | +27.2% | -1.5% |
| YTD | -0.3% | -19.1% | +18.9% | -0.2% |
| 1Y | +1.3% | -29.7% | +31.0% | +1.4% |
| 3Y | +13.2% | +4.8% | +8.5% | +13.4% |
| 5Y | -1.4% | +24.6% | -26.0% | -1.4% |
| 10Y | +14.9% | +169.2% | -154.3% | +16.5% |
| All | +98.3% | +3,513.0% | -3,414.7% | +113.8% |
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 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