+37.3%
LII vs ALC
+31.8%
+5.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -0.6% | +4.9% | -5.5% | -2.6% |
| 30D | -4.6% | +19.0% | -23.5% | -11.4% |
| 3M | -21.2% | +7.8% | -29.0% | -23.8% |
| 6M | -36.4% | +14.6% | -51.0% | -40.4% |
| YTD | -28.9% | -4.4% | -24.5% | -28.5% |
| 1Y | -29.5% | +1.4% | -30.9% | -31.0% |
| 3Y | -8.6% | +2.5% | -11.1% | -11.8% |
| 5Y | +20.2% | -10.9% | +31.1% | +19.8% |
| All | +37.3% | +31.8% | +5.4% | +11.5% |
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