+400.4%
ALAB vs LII
-17.6%
+418.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.2% | +8.6% | +9.2% |
| 7D | +7.2% | -0.7% | +8.0% | +7.6% |
| 30D | -2.5% | -12.6% | +10.1% | +4.0% |
| 3M | -13.3% | -24.4% | +11.1% | -2.0% |
| 6M | +172.8% | -28.7% | +201.5% | +215.4% |
| YTD | +86.6% | -19.1% | +105.7% | +97.9% |
| 1Y | +65.2% | -29.7% | +94.9% | +89.6% |
| All | +400.4% | -17.6% | +418.0% | +388.2% |
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 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