-25.3%
LII vs ABCL
+198.4%
-223.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.0% |
| 30D | +0.9% | -7.1% | +8.0% | +0.9% |
| 3M | -15.5% | +4.7% | -20.3% | -16.1% |
| 6M | -30.2% | +140.9% | -171.1% | -35.8% |
| YTD | -26.8% | +236.0% | -262.8% | -38.2% |
| 1Y | -25.3% | +217.4% | -242.7% | -36.0% |
| All | -25.3% | +198.4% | -223.7% | -36.0% |
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