+717.6%
AU vs LII
+163.1%
+554.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.1% |
| 7D | +0.6% | +0.5% | +0.2% | +0.6% |
| 30D | +12.3% | -11.2% | +23.5% | +14.7% |
| 3M | +29.4% | -28.8% | +58.2% | +36.7% |
| 6M | +3.2% | -26.9% | +30.1% | +8.5% |
| YTD | +31.8% | -22.2% | +54.0% | +37.2% |
| 1Y | +83.4% | -32.0% | +115.4% | +94.5% |
| 3Y | +623.1% | -0.4% | +623.5% | +608.5% |
| 5Y | +700.5% | +22.4% | +678.1% | +643.2% |
| 10Y | +717.6% | +171.4% | +546.1% | +631.2% |
| All | +717.6% | +163.1% | +554.5% | +631.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling