+39.7%
LII vs ALC
+26.4%
+13.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -0.2% | -6.2% | +6.0% | +2.5% |
| 30D | -0.6% | +14.0% | -14.6% | -6.0% |
| 3M | -17.0% | -2.4% | -14.6% | -16.3% |
| 6M | -31.1% | +12.6% | -43.8% | -34.9% |
| YTD | -27.7% | -8.4% | -19.3% | -25.9% |
| 1Y | -26.2% | -9.1% | -17.0% | -24.1% |
| 3Y | -9.6% | -0.3% | -9.3% | -11.8% |
| 5Y | +15.7% | -9.9% | +25.6% | +15.3% |
| All | +39.7% | +26.4% | +13.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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