+229.8%
ALNY vs LII
+169.1%
+60.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.2% | +5.0% |
| 7D | +5.8% | +2.9% | +2.9% | +5.0% |
| 30D | -26.5% | +0.9% | -27.4% | -27.3% |
| 3M | -27.3% | -15.5% | -11.8% | -24.2% |
| 6M | -43.4% | -30.2% | -13.2% | -38.3% |
| YTD | -58.5% | -26.8% | -31.7% | -55.7% |
| 1Y | -63.6% | -25.3% | -38.4% | -61.5% |
| 3Y | 0.0% | -7.8% | +7.8% | -6.9% |
| 5Y | -3.4% | +17.0% | -20.4% | -21.6% |
| All | +229.8% | +169.1% | +60.7% | +66.2% |
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 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