+455.5%
AXP vs LII
+167.2%
+288.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +7.0% | -4.6% | +11.6% | +8.6% |
| 3M | -6.6% | -21.7% | +15.1% | +3.0% |
| 6M | +3.5% | -32.8% | +36.2% | +19.5% |
| YTD | -11.2% | -27.5% | +16.3% | -2.6% |
| 1Y | -10.2% | -28.0% | +17.8% | -1.3% |
| 3Y | +120.0% | -7.2% | +127.3% | +103.5% |
| 5Y | +95.6% | +22.6% | +73.0% | +50.5% |
| All | +455.5% | +167.2% | +288.3% | +199.9% |
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