-10.0%
LII vs AHR
+364.8%
-374.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +2.1% | -3.4% | +5.5% | +2.9% |
| 30D | -12.4% | -3.8% | -8.6% | -11.7% |
| 3M | -24.8% | +20.1% | -44.9% | -28.0% |
| 6M | -25.2% | +7.1% | -32.2% | -26.6% |
| YTD | -20.3% | +17.2% | -37.5% | -23.6% |
| 1Y | -32.9% | +30.4% | -63.3% | -37.8% |
| All | -10.0% | +364.8% | -374.7% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling