+64.2%
AIG vs LII
+165.8%
-101.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -1.2% | -6.3% | +5.1% | +1.3% |
| 30D | -1.1% | -13.0% | +12.0% | +4.3% |
| 3M | +0.7% | -29.0% | +29.7% | +12.8% |
| 6M | -2.2% | -27.7% | +25.5% | +7.5% |
| YTD | -10.8% | -24.2% | +13.4% | -4.8% |
| 1Y | -2.0% | -34.8% | +32.8% | +11.1% |
| 3Y | +34.8% | -4.2% | +39.1% | +18.0% |
| 5Y | +55.0% | +20.9% | +34.1% | +15.4% |
| All | +64.2% | +165.8% | -101.7% | -16.1% |
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