+1,028.4%
AZN vs LII
+3,124.4%
-2,095.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.7% | -12.6% | +13.4% | +3.0% |
| 3M | -10.5% | -24.4% | +13.9% | -7.0% |
| 6M | -19.3% | -28.7% | +9.4% | -15.5% |
| YTD | -10.6% | -19.1% | +8.6% | -8.5% |
| 1Y | +0.5% | -29.7% | +30.2% | +5.1% |
| 3Y | +25.9% | +4.8% | +21.1% | +20.8% |
| 5Y | +52.4% | +24.6% | +27.8% | +39.5% |
| 10Y | +220.8% | +169.2% | +51.6% | +150.4% |
| All | +1,028.4% | +3,124.4% | -2,095.9% | +440.6% |
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