+117.0%
AXP vs LII
+25.3%
+91.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -6.5% | -12.6% | +6.1% | -2.0% |
| 3M | +4.6% | -24.4% | +29.1% | +13.9% |
| 6M | +5.4% | -28.7% | +34.1% | +16.5% |
| YTD | -11.1% | -19.1% | +8.0% | -7.4% |
| 1Y | -0.3% | -29.7% | +29.4% | +9.5% |
| 3Y | +111.6% | +4.8% | +106.8% | +89.2% |
| All | +117.0% | +25.3% | +91.7% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling