+2,934.4%
LII vs ALK
+292.1%
+2,642.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.2% | +1.2% |
| 7D | +7.9% | +12.4% | -4.5% | +4.4% |
| 30D | -0.6% | +2.1% | -2.7% | -1.3% |
| 3M | -19.3% | -23.9% | +4.5% | -13.4% |
| 6M | -29.8% | +8.2% | -38.1% | -31.9% |
| YTD | -25.4% | -20.5% | -4.9% | -22.2% |
| 1Y | -26.2% | -1.0% | -25.2% | -27.7% |
| 3Y | -4.5% | +19.2% | -23.7% | -14.8% |
| 5Y | +26.7% | -28.2% | +54.9% | +27.5% |
| 10Y | +179.5% | -39.2% | +218.6% | +162.8% |
| All | +2,934.4% | +292.1% | +2,642.3% | +946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling