-28.0%
LII vs ABCL
+127.6%
-155.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.5% | -2.7% |
| 7D | +0.2% | -14.9% | +15.1% | +0.4% |
| 30D | -4.6% | -15.4% | +10.8% | -4.4% |
| 3M | -21.7% | +88.0% | -109.7% | -24.8% |
| 6M | -32.8% | +138.8% | -171.6% | -37.9% |
| YTD | -27.5% | +225.4% | -253.0% | -37.0% |
| 1Y | -28.0% | +137.3% | -165.3% | -35.0% |
| All | -28.0% | +127.6% | -155.6% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling