+4,416.0%
AGI vs LII
+3,256.0%
+1,159.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -7.6% | -1.7% | -5.9% | -7.6% |
| 3M | -10.2% | -18.3% | +8.1% | -7.3% |
| 6M | -31.5% | -32.3% | +0.8% | -27.3% |
| YTD | -22.0% | -27.1% | +5.1% | -18.3% |
| 1Y | -7.9% | -27.2% | +19.3% | -3.5% |
| 3Y | +137.6% | -8.9% | +146.5% | +134.8% |
| 5Y | +256.7% | +19.7% | +237.1% | +230.6% |
| 10Y | +405.2% | +168.9% | +236.3% | +293.4% |
| All | +4,416.0% | +3,256.0% | +1,159.9% | +1,852.0% |
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