-6.7%
LII vs ACM
-12.3%
+5.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.9% |
| 7D | +0.2% | +5.1% | -4.9% | -2.0% |
| 30D | -4.6% | +11.5% | -16.1% | -9.1% |
| 3M | -21.7% | -10.5% | -11.2% | -18.2% |
| 6M | -32.8% | -20.4% | -12.4% | -26.0% |
| YTD | -27.5% | -28.9% | +1.3% | -16.9% |
| 1Y | -28.0% | -48.7% | +20.7% | +0.2% |
| All | -6.7% | -12.3% | +5.6% | -9.2% |
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 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