+11.9%
AU vs LII
-26.1%
+38.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -7.2% | +2.9% | -10.1% | -8.1% |
| 30D | -2.9% | +0.9% | -3.8% | -3.8% |
| 3M | -8.7% | -15.5% | +6.9% | -3.6% |
| 6M | -14.1% | -30.2% | +16.1% | -5.3% |
| YTD | +4.8% | -26.8% | +31.6% | +13.0% |
| 1Y | +11.9% | -25.3% | +37.2% | +19.3% |
| All | +11.9% | -26.1% | +38.0% | +19.3% |
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 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