+38.6%
ALB vs LII
+169.1%
-130.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | -5.8% | +2.9% | -8.7% | -7.2% |
| 30D | -4.5% | +0.9% | -5.4% | -5.7% |
| 3M | -28.1% | -15.5% | -12.5% | -22.0% |
| 6M | -53.2% | -30.2% | -23.0% | -45.6% |
| YTD | -33.3% | -26.8% | -6.5% | -25.8% |
| 1Y | -17.4% | -25.3% | +7.8% | -9.4% |
| 3Y | -14.1% | -7.8% | -6.4% | -19.2% |
| 5Y | -64.0% | +17.0% | -81.0% | -71.4% |
| All | +38.6% | +169.1% | -130.5% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling