+1,179.3%
AZN vs LII
+2,817.4%
-1,638.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -1.1% | +2.9% | -4.0% | -1.5% |
| 30D | +13.8% | +0.9% | +12.9% | +13.5% |
| 3M | +17.3% | -15.5% | +32.8% | +20.4% |
| 6M | -1.7% | -30.2% | +28.5% | +3.3% |
| YTD | +1.4% | -26.8% | +28.2% | +5.3% |
| 1Y | +5.2% | -25.3% | +30.4% | +8.8% |
| 3Y | +52.6% | -7.8% | +60.4% | +49.6% |
| 5Y | +72.9% | +17.0% | +55.9% | +59.8% |
| 10Y | +333.0% | +169.9% | +163.1% | +237.0% |
| All | +1,179.3% | +2,817.4% | -1,638.2% | +522.2% |
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