-8.6%
LII vs ABCL
+156.0%
-164.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.4% |
| 7D | -0.6% | -3.2% | +2.6% | -0.5% |
| 30D | -4.6% | -7.4% | +2.8% | -4.4% |
| 3M | -21.2% | +81.9% | -103.1% | -26.1% |
| 6M | -36.4% | +135.7% | -172.2% | -42.7% |
| YTD | -28.9% | +247.4% | -276.3% | -39.2% |
| 1Y | -29.5% | +162.3% | -191.8% | -38.1% |
| 3Y | -8.6% | +165.5% | -174.0% | -23.4% |
| All | -8.6% | +156.0% | -164.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling