+215.5%
AZN vs LII
+170.6%
+44.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.6% |
| 30D | +0.6% | -13.5% | +14.1% | +2.8% |
| 3M | -10.8% | -26.0% | +15.2% | -7.3% |
| 6M | -18.1% | -26.8% | +8.7% | -15.1% |
| YTD | -12.3% | -22.9% | +10.6% | -9.8% |
| 1Y | -0.2% | -32.6% | +32.4% | +4.7% |
| 3Y | +23.4% | -1.3% | +24.6% | +18.9% |
| 5Y | +56.4% | +23.1% | +33.3% | +41.7% |
| All | +215.5% | +170.6% | +44.9% | +152.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling