-18.4%
LII vs AHR
+408.0%
-426.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | +0.4% | +8.1% | -7.7% | -1.3% |
| 30D | -2.4% | +16.9% | -19.3% | -5.8% |
| 3M | -17.5% | +7.6% | -25.1% | -19.0% |
| 6M | -32.8% | +16.0% | -48.8% | -35.2% |
| YTD | -27.7% | +28.1% | -55.8% | -32.1% |
| 1Y | -28.1% | +22.8% | -50.9% | -31.8% |
| All | -18.4% | +408.0% | -426.3% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling