+405.2%
AGI vs LII
+172.8%
+232.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -7.6% | -1.7% | -5.9% | -7.6% |
| 3M | -10.2% | -18.3% | +8.1% | -7.7% |
| 6M | -31.5% | -32.3% | +0.8% | -27.9% |
| YTD | -22.0% | -27.1% | +5.1% | -18.7% |
| 1Y | -7.9% | -27.2% | +19.3% | -4.0% |
| 3Y | +137.6% | -8.9% | +146.5% | +136.6% |
| 5Y | +256.7% | +19.7% | +237.1% | +234.9% |
| 10Y | +405.2% | +168.9% | +236.3% | +361.8% |
| All | +405.2% | +172.8% | +232.4% | +361.8% |
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