+27.6%
LII vs ACM
+5.0%
+22.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -3.7% | +3.0% | +1.2% |
| 30D | -12.6% | -11.1% | -1.5% | -7.9% |
| 3M | -24.4% | -8.0% | -16.5% | -21.8% |
| 6M | -28.7% | -29.7% | +1.0% | -15.6% |
| YTD | -19.1% | -29.4% | +10.2% | -5.8% |
| 1Y | -29.7% | -46.4% | +16.7% | -4.5% |
| 3Y | +4.8% | -22.3% | +27.1% | +12.7% |
| All | +27.6% | +5.0% | +22.7% | +18.8% |
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