+899.1%
AU vs LII
+172.8%
+726.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +4.7% | -2.3% | +6.9% | +5.1% |
| 30D | -1.5% | -1.7% | +0.1% | -1.5% |
| 3M | -5.0% | -18.3% | +13.3% | -1.7% |
| 6M | -13.5% | -32.3% | +18.8% | -7.8% |
| YTD | +11.7% | -27.1% | +38.8% | +17.5% |
| 1Y | +21.3% | -27.2% | +48.5% | +27.6% |
| 3Y | +545.0% | -8.9% | +553.9% | +540.7% |
| 5Y | +412.0% | +19.7% | +392.3% | +375.7% |
| 10Y | +899.1% | +168.9% | +730.2% | +752.3% |
| All | +899.1% | +172.8% | +726.3% | +752.3% |
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