+36.3%
ALB vs LII
+172.8%
-136.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +1.1% | -2.3% | +3.3% | +2.2% |
| 30D | -2.6% | -1.7% | -0.9% | -2.5% |
| 3M | -25.6% | -18.3% | -7.3% | -17.9% |
| 6M | -54.0% | -32.3% | -21.7% | -45.6% |
| YTD | -31.6% | -27.1% | -4.5% | -23.7% |
| 1Y | -6.6% | -27.2% | +20.6% | +4.0% |
| 3Y | -14.0% | -8.9% | -5.1% | -18.4% |
| 5Y | -62.5% | +19.7% | -82.2% | -70.6% |
| 10Y | +36.3% | +168.9% | -132.6% | -22.6% |
| All | +36.3% | +172.8% | -136.5% | -22.6% |
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