+168.6%
LII vs ACM
+147.1%
+21.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | 0.0% |
| 7D | -1.2% | +6.9% | -8.1% | -4.0% |
| 30D | -2.0% | +19.1% | -21.0% | -9.0% |
| 3M | -20.2% | -6.9% | -13.3% | -18.4% |
| 6M | -32.5% | -12.0% | -20.5% | -29.6% |
| YTD | -27.4% | -25.1% | -2.2% | -19.6% |
| 1Y | -28.2% | -45.4% | +17.2% | -8.9% |
| 3Y | -7.2% | -6.9% | -0.3% | -7.0% |
| 5Y | +19.9% | +3.7% | +16.2% | +14.8% |
| 10Y | +168.6% | +135.8% | +32.9% | +81.8% |
| All | +168.6% | +147.1% | +21.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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