+289.2%
AZO vs LII
+170.6%
+118.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.9% | -3.5% | +0.6% | -2.1% |
| 30D | -5.3% | -13.5% | +8.2% | -1.9% |
| 3M | -7.3% | -26.0% | +18.7% | -1.4% |
| 6M | -22.7% | -26.8% | +4.1% | -18.0% |
| YTD | -15.0% | -22.9% | +7.8% | -11.4% |
| 1Y | -32.2% | -32.6% | +0.4% | -27.0% |
| 3Y | +10.0% | -1.3% | +11.3% | +1.7% |
| 5Y | +85.8% | +23.1% | +62.8% | +56.1% |
| All | +289.2% | +170.6% | +118.6% | +150.2% |
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 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