+7.3%
LII vs ACM
-21.7%
+28.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -3.7% | +3.0% | +1.0% |
| 30D | -12.6% | -11.1% | -1.5% | -8.2% |
| 3M | -24.4% | -8.0% | -16.5% | -21.9% |
| 6M | -28.7% | -29.7% | +1.0% | -16.1% |
| YTD | -19.1% | -29.4% | +10.2% | -6.5% |
| 1Y | -29.7% | -46.4% | +16.7% | -4.4% |
| All | +7.3% | -21.7% | +28.9% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling