+757.8%
AU vs LII
+3,124.4%
-2,366.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | +23.9% | -12.6% | +36.5% | +26.7% |
| 3M | +19.1% | -24.4% | +43.5% | +24.2% |
| 6M | -0.2% | -28.7% | +28.5% | +5.2% |
| YTD | +32.5% | -19.1% | +51.6% | +36.6% |
| 1Y | +96.9% | -29.7% | +126.6% | +107.3% |
| 3Y | +614.7% | +4.8% | +610.0% | +593.2% |
| 5Y | +647.7% | +24.6% | +623.1% | +594.3% |
| 10Y | +679.2% | +169.2% | +510.0% | +523.5% |
| All | +757.8% | +3,124.4% | -2,366.5% | +410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling