+11,677.0%
AZO vs LII
+3,080.2%
+8,596.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -0.9% |
| 30D | -5.6% | -12.4% | +6.8% | -3.0% |
| 3M | -4.0% | -24.8% | +20.8% | +1.0% |
| 6M | -18.9% | -25.2% | +6.2% | -15.0% |
| YTD | -13.0% | -20.3% | +7.3% | -10.2% |
| 1Y | -30.4% | -32.9% | +2.5% | -25.7% |
| 3Y | +12.7% | +2.0% | +10.6% | +7.5% |
| 5Y | +89.6% | +24.4% | +65.2% | +70.2% |
| 10Y | +304.7% | +167.2% | +137.5% | +204.3% |
| All | +11,677.0% | +3,080.2% | +8,596.8% | +5,077.8% |
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