+469.1%
AXP vs LII
+168.6%
+300.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -6.5% | -12.6% | +6.1% | -1.0% |
| 3M | +4.6% | -24.4% | +29.1% | +15.9% |
| 6M | +5.4% | -28.7% | +34.1% | +18.8% |
| YTD | -11.1% | -19.1% | +8.0% | -6.5% |
| 1Y | -0.3% | -29.7% | +29.4% | +11.4% |
| 3Y | +111.6% | +4.8% | +106.8% | +86.2% |
| 5Y | +117.6% | +24.6% | +93.0% | +69.6% |
| All | +469.1% | +168.6% | +300.6% | +204.8% |
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