+35.8%
ARM vs LII
-26.1%
+61.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.0% |
| 7D | +9.1% | +2.9% | +6.2% | +8.1% |
| 30D | -19.9% | +0.9% | -20.9% | -21.1% |
| 3M | -31.6% | -15.5% | -16.1% | -27.5% |
| 6M | -13.9% | -30.2% | +16.3% | -2.6% |
| YTD | +74.3% | -26.8% | +101.1% | +90.3% |
| 1Y | +35.8% | -25.3% | +61.1% | +48.9% |
| All | +35.8% | -26.1% | +61.9% | +48.9% |
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