+0.9%
AON vs LII
-26.0%
+26.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +4.2% |
| 7D | +9.4% | +7.9% | +1.5% | +9.1% |
| 30D | +27.0% | -0.6% | +27.6% | +26.8% |
| 3M | -3.1% | -19.3% | +16.2% | -3.0% |
| 6M | +10.0% | -29.8% | +39.8% | +10.2% |
| YTD | -1.6% | -25.4% | +23.8% | -1.7% |
| 1Y | +0.9% | -26.2% | +27.1% | +0.7% |
| All | +0.9% | -26.0% | +26.9% | +0.7% |
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