+168.9%
LII vs ACM
+130.8%
+38.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.3% | +3.0% | -5.3% | -3.5% |
| 30D | -1.7% | +19.7% | -21.4% | -8.9% |
| 3M | -18.3% | +5.3% | -23.6% | -20.5% |
| 6M | -32.3% | -10.8% | -21.6% | -29.8% |
| YTD | -27.1% | -25.1% | -2.0% | -19.3% |
| 1Y | -27.2% | -45.8% | +18.6% | -7.4% |
| 3Y | -8.9% | -9.4% | +0.4% | -7.7% |
| 5Y | +19.7% | +4.8% | +14.9% | +14.1% |
| 10Y | +168.9% | +129.8% | +39.1% | +81.6% |
| All | +168.9% | +130.8% | +38.1% | +81.6% |
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