+165.9%
LII vs ACM
+132.6%
+33.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | +2.9% | +5.6% | -2.7% | +0.5% |
| 30D | +0.9% | +20.8% | -19.9% | -7.0% |
| 3M | -15.5% | +11.4% | -26.9% | -19.6% |
| 6M | -30.2% | +0.9% | -31.2% | -31.1% |
| YTD | -26.8% | -24.8% | -2.0% | -19.0% |
| 1Y | -25.3% | -46.4% | +21.2% | -4.0% |
| 3Y | -7.8% | -9.2% | +1.5% | -6.6% |
| 5Y | +17.0% | +5.0% | +12.0% | +11.1% |
| All | +165.9% | +132.6% | +33.3% | +80.2% |
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