-27.5%
AKAM vs LII
+6,233.8%
-6,261.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -13.9% | -12.6% | -1.3% | -8.9% |
| 3M | -33.8% | -24.4% | -9.4% | -26.7% |
| 6M | +2.2% | -28.7% | +30.9% | +14.9% |
| YTD | +20.6% | -19.1% | +39.7% | +26.9% |
| 1Y | +36.3% | -29.7% | +66.0% | +52.2% |
| 3Y | -0.1% | +4.8% | -4.9% | -10.6% |
| 5Y | -7.5% | +24.6% | -32.1% | -26.2% |
| 10Y | +90.2% | +169.2% | -79.0% | -4.0% |
| All | -27.5% | +6,233.8% | -6,261.3% | -94.5% |
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