+165.4%
LII vs ALK
-41.7%
+207.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.6% | +9.0% | -9.7% | -3.0% |
| 30D | -4.6% | -1.6% | -3.0% | -4.3% |
| 3M | -21.2% | -23.2% | +2.0% | -15.8% |
| 6M | -36.4% | -3.9% | -32.6% | -36.1% |
| YTD | -28.9% | -22.6% | -6.3% | -25.4% |
| 1Y | -29.5% | -5.3% | -24.2% | -30.0% |
| 3Y | -8.6% | +18.6% | -27.1% | -17.9% |
| 5Y | +20.2% | -34.4% | +54.6% | +23.2% |
| All | +165.4% | -41.7% | +207.1% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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