+87.6%
AZO vs LII
+21.2%
+66.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -1.0% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -5.1% | -11.2% | +6.1% | -3.2% |
| 3M | -7.2% | -28.8% | +21.6% | -2.5% |
| 6M | -20.7% | -26.9% | +6.2% | -17.4% |
| YTD | -14.2% | -22.2% | +8.0% | -11.7% |
| 1Y | -32.2% | -32.0% | -0.2% | -28.6% |
| 3Y | +11.1% | -0.4% | +11.6% | +4.0% |
| 5Y | +87.6% | +22.4% | +65.1% | +62.9% |
| All | +87.6% | +21.2% | +66.4% | +62.9% |
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