+162.9%
LII vs ALK
-45.1%
+208.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | +0.6% |
| 7D | -0.2% | +0.9% | -1.1% | -0.5% |
| 30D | -0.6% | +3.3% | -3.9% | -1.7% |
| 3M | -17.0% | -17.6% | +0.6% | -13.0% |
| 6M | -31.1% | +0.8% | -32.0% | -31.7% |
| YTD | -27.7% | -22.4% | -5.3% | -24.2% |
| 1Y | -26.2% | -10.1% | -16.1% | -25.7% |
| 3Y | -9.6% | +14.0% | -23.6% | -18.0% |
| 5Y | +15.7% | -29.8% | +45.5% | +16.6% |
| All | +162.9% | -45.1% | +208.0% | +151.9% |
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