+248.5%
ALAB vs LII
-26.3%
+274.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.5% | +0.4% | -7.9% | -7.4% |
| 30D | -36.8% | -2.4% | -34.4% | -36.7% |
| 3M | -31.9% | -17.5% | -14.4% | -25.9% |
| 6M | +8.2% | -32.8% | +41.0% | +28.2% |
| YTD | +29.9% | -27.7% | +57.6% | +44.2% |
| 1Y | +24.4% | -28.1% | +52.5% | +39.0% |
| All | +248.5% | -26.3% | +274.8% | +255.8% |
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