+228.9%
ARM vs LII
-8.7%
+237.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.9% |
| 7D | -15.2% | -0.6% | -14.6% | -15.1% |
| 30D | -40.7% | -4.6% | -36.1% | -40.0% |
| 3M | -39.1% | -21.2% | -17.9% | -30.2% |
| 6M | -26.4% | -36.4% | +10.0% | -5.1% |
| YTD | +59.7% | -28.9% | +88.7% | +85.5% |
| 1Y | +10.3% | -29.5% | +39.9% | +28.5% |
| 3Y | +228.9% | -8.6% | +237.4% | +166.6% |
| All | +228.9% | -8.7% | +237.6% | +166.6% |
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 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