-7.3%
ALB vs LII
-28.7%
+21.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +5.3% | +0.4% | +4.8% | +5.1% |
| 30D | -6.3% | -2.4% | -3.9% | -6.0% |
| 3M | -27.4% | -17.5% | -9.9% | -24.8% |
| 6M | -53.1% | -32.8% | -20.2% | -50.2% |
| YTD | -32.3% | -27.7% | -4.6% | -30.6% |
| 1Y | -7.3% | -28.1% | +20.8% | -4.3% |
| All | -7.3% | -28.7% | +21.4% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling