+13.8%
AGI vs LII
-33.3%
+47.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +2.0% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +11.3% | -11.2% | +22.5% | +14.9% |
| 3M | +5.6% | -28.8% | +34.4% | +14.5% |
| 6M | -27.7% | -26.9% | -0.7% | -23.2% |
| YTD | -4.1% | -22.2% | +18.1% | +2.5% |
| 1Y | +13.8% | -32.0% | +45.7% | +22.9% |
| All | +13.8% | -33.3% | +47.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling