+170.6%
LII vs ACM
+133.7%
+36.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +0.4% | +6.6% | -6.2% | -2.3% |
| 30D | -2.4% | +19.8% | -22.2% | -9.6% |
| 3M | -17.5% | -3.1% | -14.4% | -17.0% |
| 6M | -32.8% | -11.5% | -21.3% | -30.1% |
| YTD | -27.7% | -24.7% | -3.0% | -20.1% |
| 1Y | -28.1% | -45.1% | +17.0% | -9.1% |
| 3Y | -9.7% | -8.9% | -0.8% | -8.6% |
| 5Y | +19.5% | +5.4% | +14.1% | +13.6% |
| 10Y | +170.6% | +131.1% | +39.5% | +82.9% |
| All | +170.6% | +133.7% | +36.9% | +82.9% |
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