-29.9%
AKAM vs LII
-22.8%
-7.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.7% | +6.8% |
| 7D | -10.4% | -0.6% | -9.8% | -10.1% |
| 30D | -20.6% | -4.6% | -16.0% | -20.6% |
| 3M | -29.9% | -21.2% | -8.7% | -35.6% |
| All | -29.9% | -22.8% | -7.1% | -35.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling