+165.9%
LII vs ALLE
+211.7%
-45.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | +2.9% | +3.6% | -0.6% | +0.7% |
| 30D | +0.9% | +25.9% | -25.0% | -12.9% |
| 3M | -15.5% | +15.8% | -31.3% | -23.3% |
| 6M | -30.2% | +48.1% | -78.3% | -45.8% |
| YTD | -26.8% | +22.0% | -48.8% | -36.1% |
| 1Y | -25.3% | +18.0% | -43.3% | -33.4% |
| 3Y | -7.8% | +93.1% | -100.8% | -39.5% |
| 5Y | +17.0% | +52.1% | -35.1% | -12.9% |
| All | +165.9% | +211.7% | -45.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling