+31.4%
ALB vs LII
+162.0%
-130.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.9% |
| 7D | +9.1% | -0.6% | +9.7% | +9.3% |
| 30D | -3.4% | -4.6% | +1.2% | -1.8% |
| 3M | -20.6% | -21.2% | +0.6% | -10.8% |
| 6M | -48.2% | -36.4% | -11.7% | -36.6% |
| YTD | -29.2% | -28.9% | -0.3% | -20.1% |
| 1Y | +10.0% | -29.5% | +39.5% | +24.5% |
| 3Y | -12.9% | -8.6% | -4.3% | -17.6% |
| 5Y | -61.3% | +20.2% | -81.5% | -69.7% |
| All | +31.4% | +162.0% | -130.6% | -21.6% |
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