-14.1%
ALB vs LII
-8.2%
-6.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -5.8% | +2.9% | -8.7% | -6.9% |
| 30D | -4.5% | +0.9% | -5.4% | -5.5% |
| 3M | -28.1% | -15.5% | -12.5% | -23.2% |
| 6M | -53.2% | -30.2% | -23.0% | -47.2% |
| YTD | -33.3% | -26.8% | -6.5% | -28.0% |
| 1Y | -17.4% | -25.3% | +7.8% | -12.1% |
| 3Y | -14.1% | -7.8% | -6.4% | -28.2% |
| All | -14.1% | -8.2% | -6.0% | -28.2% |
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