+216.7%
AON vs LII
+169.7%
+47.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | -11.9% | -12.4% | +0.5% | -8.9% |
| 3M | -2.9% | -24.8% | +21.9% | +3.1% |
| 6M | -6.8% | -25.2% | +18.3% | -1.8% |
| YTD | -10.1% | -20.3% | +10.2% | -7.3% |
| 1Y | -14.2% | -32.9% | +18.7% | -7.4% |
| 3Y | -3.3% | +2.0% | -5.3% | -12.0% |
| 5Y | +13.6% | +24.4% | -10.8% | -6.7% |
| All | +216.7% | +169.7% | +47.1% | +96.6% |
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 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