+40.0%
LII vs ALC
+34.7%
+5.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -21.7% | +8.5% | -30.1% | -24.5% |
| 6M | -32.8% | +2.8% | -35.6% | -34.4% |
| YTD | -27.5% | -2.4% | -25.1% | -27.7% |
| 1Y | -28.0% | +3.5% | -31.5% | -30.1% |
| 3Y | -7.2% | +4.2% | -11.4% | -11.1% |
| 5Y | +22.6% | -9.0% | +31.6% | +21.1% |
| All | +40.0% | +34.7% | +5.3% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling