+33.6%
LII vs ABCL
-81.8%
+115.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.5% | -2.2% |
| 7D | +0.2% | -14.9% | +15.1% | +1.2% |
| 30D | -4.6% | -15.4% | +10.8% | -3.8% |
| 3M | -21.7% | +88.0% | -109.7% | -26.8% |
| 6M | -32.8% | +138.8% | -171.6% | -39.2% |
| YTD | -27.5% | +225.4% | -253.0% | -36.9% |
| 1Y | -28.0% | +137.3% | -165.3% | -35.6% |
| 3Y | -7.2% | +136.8% | -144.0% | -20.3% |
| 5Y | +22.6% | -26.2% | +48.8% | +10.3% |
| All | +33.6% | -81.8% | +115.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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