+349.2%
AGI vs LII
+172.9%
+176.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +11.3% | -11.2% | +22.5% | +13.2% |
| 3M | +5.6% | -28.8% | +34.4% | +10.5% |
| 6M | -27.7% | -26.9% | -0.7% | -24.8% |
| YTD | -4.1% | -22.2% | +18.1% | -0.9% |
| 1Y | +13.8% | -32.0% | +45.7% | +19.2% |
| 3Y | +217.0% | -0.4% | +217.5% | +212.6% |
| 5Y | +404.3% | +22.4% | +381.9% | +373.1% |
| All | +349.2% | +172.9% | +176.3% | +338.5% |
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 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