+207.4%
ALAB vs LII
-27.6%
+235.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.2% | +7.1% |
| 7D | -26.3% | -0.6% | -25.7% | -26.1% |
| 30D | -50.1% | -4.6% | -45.5% | -49.6% |
| 3M | -42.5% | -21.2% | -21.3% | -36.1% |
| 6M | -10.8% | -36.4% | +25.6% | +8.7% |
| YTD | +14.6% | -28.9% | +43.6% | +28.1% |
| 1Y | +17.1% | -29.5% | +46.7% | +32.0% |
| All | +207.4% | -27.6% | +235.0% | +216.1% |
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