+334.3%
AGI vs LII
+170.6%
+163.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -5.3% | -3.5% | -1.8% | -4.8% |
| 30D | +6.8% | -13.5% | +20.3% | +9.0% |
| 3M | +8.3% | -26.0% | +34.3% | +12.6% |
| 6M | -29.2% | -26.8% | -2.4% | -26.4% |
| YTD | -7.3% | -22.9% | +15.6% | -4.1% |
| 1Y | +8.0% | -32.6% | +40.6% | +13.3% |
| 3Y | +206.6% | -1.3% | +207.8% | +202.7% |
| 5Y | +398.1% | +23.1% | +375.1% | +367.4% |
| All | +334.3% | +170.6% | +163.7% | +324.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling