+139.2%
AS vs LII
-13.8%
+153.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +3.9% |
| 7D | +13.8% | +7.9% | +5.9% | +10.9% |
| 30D | +16.7% | -0.6% | +17.3% | +16.4% |
| 3M | -11.5% | -19.3% | +7.8% | -5.1% |
| 6M | -5.5% | -29.8% | +24.3% | +4.4% |
| YTD | -14.2% | -25.4% | +11.2% | -8.1% |
| 1Y | +2.1% | -26.2% | +28.3% | +9.5% |
| All | +139.2% | -13.8% | +153.0% | +155.0% |
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