+165.4%
LII vs ACM
+155.0%
+10.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.6% | +5.4% | -6.0% | -2.7% |
| 30D | -4.6% | +15.1% | -19.7% | -10.0% |
| 3M | -21.2% | -10.5% | -10.8% | -18.1% |
| 6M | -36.4% | -19.7% | -16.7% | -31.1% |
| YTD | -28.9% | -28.8% | -0.1% | -19.7% |
| 1Y | -29.5% | -47.9% | +18.3% | -9.3% |
| 3Y | -8.6% | -12.4% | +3.8% | -5.9% |
| 5Y | +20.2% | +0.6% | +19.6% | +17.0% |
| All | +165.4% | +155.0% | +10.4% | +87.0% |
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