-32.1%
LII vs ADVB
-88.3%
+56.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.2% |
| 7D | -0.7% | -3.8% | +3.0% | -0.7% |
| 30D | -12.6% | +17.6% | -30.2% | -12.6% |
| 3M | -24.4% | +119.1% | -143.6% | -24.7% |
| 6M | -28.7% | +103.4% | -132.1% | -29.1% |
| YTD | -19.1% | +59.8% | -79.0% | -19.4% |
| 1Y | -29.7% | +8.5% | -38.2% | -29.6% |
| All | -32.1% | -88.3% | +56.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling