+3,188.9%
LII vs ALK
+312.1%
+2,876.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.7% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -12.6% | -19.2% | +6.6% | -7.4% |
| 3M | -24.4% | -1.5% | -22.9% | -24.3% |
| 6M | -28.7% | -13.1% | -15.7% | -26.7% |
| YTD | -19.1% | -16.4% | -2.7% | -16.5% |
| 1Y | -29.7% | -33.1% | +3.4% | -23.2% |
| 3Y | +4.8% | +0.6% | +4.2% | -1.8% |
| 5Y | +24.6% | -26.4% | +50.9% | +24.5% |
| 10Y | +169.2% | -34.2% | +203.4% | +148.1% |
| All | +3,188.9% | +312.1% | +2,876.7% | +1,021.4% |
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