-12.9%
LII vs AHR
+360.2%
-373.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -3.5% | -3.0% | -0.4% | -2.8% |
| 30D | -13.5% | +2.6% | -16.1% | -14.1% |
| 3M | -26.0% | +16.0% | -42.0% | -28.6% |
| 6M | -26.8% | +3.1% | -29.9% | -27.5% |
| YTD | -22.9% | +16.0% | -38.9% | -25.9% |
| 1Y | -32.6% | +28.0% | -60.6% | -37.2% |
| All | -12.9% | +360.2% | -373.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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