-44.7%
AKAM vs LII
+5,589.4%
-5,634.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.4% |
| 7D | -7.4% | -1.2% | -6.2% | -7.0% |
| 30D | -24.9% | -2.0% | -23.0% | -24.7% |
| 3M | -27.4% | -20.2% | -7.1% | -20.4% |
| 6M | -45.6% | -32.5% | -13.1% | -37.1% |
| YTD | -8.0% | -27.4% | +19.4% | +1.0% |
| 1Y | -4.1% | -28.2% | +24.0% | +5.5% |
| 3Y | -26.9% | -7.2% | -19.6% | -31.0% |
| 5Y | -26.6% | +19.9% | -46.5% | -40.8% |
| 10Y | +20.7% | +168.6% | -148.0% | -39.7% |
| All | -44.7% | +5,589.4% | -5,634.1% | -95.6% |
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 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