+74.0%
ALB vs LII
+171.3%
-97.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -5.1% |
| 7D | -8.1% | -0.7% | -7.3% | -7.9% |
| 30D | +6.3% | -12.6% | +18.9% | +13.8% |
| 3M | -23.6% | -24.4% | +0.9% | -14.1% |
| 6M | -24.6% | -28.7% | +4.1% | -13.1% |
| YTD | -10.3% | -19.1% | +8.9% | -4.6% |
| 1Y | +61.5% | -29.7% | +91.2% | +84.7% |
| 3Y | -34.0% | +4.8% | -38.8% | -41.6% |
| 5Y | -44.6% | +24.6% | -69.1% | -57.0% |
| All | +74.0% | +171.3% | -97.3% | -0.6% |
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