+1.1%
AKAM vs LII
+6.0%
-4.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -13.9% | -12.6% | -1.3% | -11.2% |
| 3M | -33.8% | -24.4% | -9.4% | -29.9% |
| 6M | +2.2% | -28.7% | +30.9% | +9.6% |
| YTD | +20.6% | -19.1% | +39.7% | +23.2% |
| 1Y | +36.3% | -29.7% | +66.0% | +45.8% |
| All | +1.1% | +6.0% | -4.8% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling