-21.9%
AS vs LII
-28.2%
+6.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.3% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -19.6% | -12.6% | -7.0% | -16.9% |
| 3M | -14.4% | -24.4% | +10.1% | -9.8% |
| 6M | -20.1% | -28.7% | +8.6% | -17.0% |
| YTD | -20.9% | -19.1% | -1.8% | -18.4% |
| 1Y | -21.9% | -29.7% | +7.8% | -17.5% |
| All | -21.9% | -28.2% | +6.3% | -17.5% |
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