-8.6%
LII vs ALK
+16.0%
-24.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.6% | +9.0% | -9.7% | -3.1% |
| 30D | -4.6% | -1.6% | -3.0% | -4.4% |
| 3M | -21.2% | -23.2% | +2.0% | -15.5% |
| 6M | -36.4% | -3.9% | -32.6% | -35.9% |
| YTD | -28.9% | -22.6% | -6.3% | -25.5% |
| 1Y | -29.5% | -5.3% | -24.2% | -30.1% |
| 3Y | -8.6% | +18.6% | -27.1% | -14.9% |
| All | -8.6% | +16.0% | -24.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling