-6.7%
LII vs ALK
+15.2%
-22.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.9% |
| 7D | +0.2% | +7.1% | -6.9% | -1.8% |
| 30D | -4.6% | -3.0% | -1.6% | -4.0% |
| 3M | -21.7% | -25.6% | +4.0% | -15.2% |
| 6M | -32.8% | +0.5% | -33.3% | -33.0% |
| YTD | -27.5% | -23.1% | -4.5% | -23.8% |
| 1Y | -28.0% | -7.5% | -20.4% | -28.1% |
| All | -6.7% | +15.2% | -22.0% | -13.1% |
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