+296.4%
ARM vs LII
+5.3%
+291.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.8% | +3.2% |
| 7D | +5.5% | -0.7% | +6.2% | +5.9% |
| 30D | -8.2% | -12.6% | +4.4% | +0.1% |
| 3M | -35.9% | -24.4% | -11.5% | -24.9% |
| 6M | +103.1% | -28.7% | +131.8% | +147.2% |
| YTD | +130.6% | -19.1% | +149.8% | +151.2% |
| 1Y | +86.1% | -29.7% | +115.8% | +124.5% |
| All | +296.4% | +5.3% | +291.2% | +214.2% |
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 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