-6.7%
LII vs ALC
+4.5%
-11.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.4% |
| 7D | +0.2% | +7.6% | -7.4% | -2.9% |
| 30D | -4.6% | +21.1% | -25.7% | -11.9% |
| 3M | -21.7% | +8.5% | -30.1% | -24.4% |
| 6M | -32.8% | +2.8% | -35.6% | -34.3% |
| YTD | -27.5% | -2.4% | -25.1% | -27.5% |
| 1Y | -28.0% | +3.5% | -31.5% | -30.1% |
| All | -6.7% | +4.5% | -11.2% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling