+49.0%
LII vs ABCL
-81.3%
+130.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -12.6% | +93.1% | -105.7% | -18.0% |
| 3M | -24.4% | +79.4% | -103.9% | -29.0% |
| 6M | -28.7% | +214.9% | -243.6% | -36.9% |
| YTD | -19.1% | +234.2% | -253.4% | -29.3% |
| 1Y | -29.7% | +174.8% | -204.5% | -37.8% |
| 3Y | +4.8% | +104.5% | -99.7% | -8.5% |
| 5Y | +24.6% | -39.0% | +63.6% | +12.4% |
| All | +49.0% | -81.3% | +130.3% | +42.8% |
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