+19.9%
LII vs ALC
-10.7%
+30.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.2% | +2.1% | -3.2% | -2.1% |
| 30D | -2.0% | +17.2% | -19.2% | -8.9% |
| 3M | -20.2% | +4.6% | -24.9% | -22.1% |
| 6M | -32.5% | +20.1% | -52.6% | -38.6% |
| YTD | -27.4% | -4.2% | -23.2% | -26.9% |
| 1Y | -28.2% | +2.1% | -30.2% | -30.1% |
| 3Y | -7.2% | +4.5% | -11.7% | -12.4% |
| 5Y | +19.9% | -12.3% | +32.3% | +17.1% |
| All | +19.9% | -10.7% | +30.6% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling