+20.4%
LII vs ACM
-2.7%
+23.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.6% | +5.4% | -6.0% | -3.2% |
| 30D | -4.6% | +15.1% | -19.7% | -11.2% |
| 3M | -21.2% | -10.5% | -10.8% | -17.3% |
| 6M | -36.4% | -19.7% | -16.7% | -29.6% |
| YTD | -28.9% | -28.8% | -0.1% | -17.2% |
| 1Y | -29.5% | -47.9% | +18.3% | -1.4% |
| 3Y | -8.6% | -12.4% | +3.8% | -9.1% |
| All | +20.4% | -2.7% | +23.2% | +10.4% |
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