-13.7%
ALB vs LII
-6.9%
-6.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +4.8% |
| 7D | +5.5% | +0.2% | +5.3% | +5.3% |
| 30D | -7.5% | -4.6% | -2.9% | -6.1% |
| 3M | -16.9% | -21.7% | +4.7% | -8.4% |
| 6M | -49.2% | -32.8% | -16.4% | -41.7% |
| YTD | -29.9% | -27.5% | -2.4% | -23.9% |
| 1Y | +8.2% | -28.0% | +36.2% | +17.5% |
| All | -13.7% | -6.9% | -6.8% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling