-42.8%
AKAM vs LII
+5,467.3%
-5,510.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.7% | +7.6% |
| 7D | -10.4% | -0.6% | -9.8% | -10.3% |
| 30D | -20.6% | -4.6% | -16.0% | -19.4% |
| 3M | -29.9% | -21.2% | -8.7% | -22.7% |
| 6M | -31.9% | -36.4% | +4.6% | -19.0% |
| YTD | -4.8% | -28.9% | +24.2% | +5.6% |
| 1Y | +13.8% | -29.5% | +43.4% | +26.3% |
| 3Y | -23.4% | -8.6% | -14.8% | -27.2% |
| 5Y | -22.6% | +20.2% | -42.8% | -37.7% |
| 10Y | +26.3% | +166.2% | -140.0% | -36.7% |
| All | -42.8% | +5,467.3% | -5,510.0% | -95.4% |
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