+214.0%
ARM vs LII
-6.9%
+220.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.8% | -10.2% | -11.4% |
| 7D | -27.1% | +0.2% | -27.3% | -27.2% |
| 30D | -44.9% | -4.6% | -40.3% | -44.1% |
| 3M | -39.3% | -21.7% | -17.6% | -30.1% |
| 6M | -20.2% | -32.8% | +12.6% | -0.6% |
| YTD | +52.5% | -27.5% | +80.0% | +75.1% |
| 1Y | +4.1% | -28.0% | +32.1% | +19.7% |
| All | +214.0% | -6.9% | +220.9% | +151.7% |
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 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