+565.6%
AU vs LII
-8.9%
+574.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.7% | +6.4% |
| 7D | +20.8% | -1.2% | +22.0% | +21.1% |
| 30D | +5.5% | -2.0% | +7.5% | +5.6% |
| 3M | +3.9% | -20.2% | +24.2% | +8.6% |
| 6M | -5.4% | -32.5% | +27.1% | +1.7% |
| YTD | +20.7% | -27.4% | +48.1% | +28.1% |
| 1Y | +49.8% | -28.2% | +78.0% | +59.2% |
| 3Y | +565.6% | -7.2% | +572.9% | +598.4% |
| All | +565.6% | -8.9% | +574.6% | +598.4% |
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