+27.6%
LII vs ALK
-25.3%
+52.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.7% |
| 7D | -0.7% | -0.7% | -0.1% | -0.5% |
| 30D | -12.6% | -19.2% | +6.6% | -6.7% |
| 3M | -24.4% | -1.5% | -22.9% | -24.1% |
| 6M | -28.7% | -13.1% | -15.7% | -26.5% |
| YTD | -19.1% | -16.4% | -2.7% | -16.4% |
| 1Y | -29.7% | -33.1% | +3.4% | -22.6% |
| 3Y | +4.8% | +0.6% | +4.2% | -4.2% |
| All | +27.6% | -25.3% | +52.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling