+19.5%
LII vs ACM
+4.8%
+14.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +0.4% | +6.6% | -6.2% | -2.8% |
| 30D | -2.4% | +19.8% | -22.2% | -11.0% |
| 3M | -17.5% | -3.1% | -14.4% | -16.9% |
| 6M | -32.8% | -11.5% | -21.3% | -29.4% |
| YTD | -27.7% | -24.7% | -3.0% | -18.2% |
| 1Y | -28.1% | -45.1% | +17.0% | -2.0% |
| 3Y | -9.7% | -8.9% | -0.8% | -11.8% |
| 5Y | +19.5% | +5.4% | +14.1% | +5.9% |
| All | +19.5% | +4.8% | +14.7% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling