+7.3%
LII vs ALLE
+42.6%
-35.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -12.6% | -6.8% | -5.8% | -8.0% |
| 3M | -24.4% | +21.0% | -45.5% | -34.2% |
| 6M | -28.7% | +1.1% | -29.8% | -29.3% |
| YTD | -19.1% | -0.5% | -18.6% | -19.8% |
| 1Y | -29.7% | -7.3% | -22.4% | -26.3% |
| All | +7.3% | +42.6% | -35.3% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling