+5,459.2%
AGI vs LII
+3,622.8%
+1,836.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +18.2% | -12.6% | +30.8% | +21.0% |
| 3M | -4.1% | -24.4% | +20.3% | +0.1% |
| 6M | -28.7% | -28.7% | 0.0% | -24.9% |
| YTD | -4.0% | -19.1% | +15.2% | -1.0% |
| 1Y | +17.4% | -29.7% | +47.1% | +23.6% |
| 3Y | +203.0% | +4.8% | +198.2% | +192.5% |
| 5Y | +376.7% | +24.6% | +352.1% | +339.5% |
| 10Y | +407.5% | +169.2% | +238.3% | +296.4% |
| All | +5,459.2% | +3,622.8% | +1,836.4% | +2,266.0% |
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