+22.6%
LII vs ALLE
+51.8%
-29.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -0.7% |
| 7D | +0.2% | 0.0% | +0.1% | +0.2% |
| 30D | -4.6% | +20.6% | -25.2% | -17.4% |
| 3M | -21.7% | +11.4% | -33.1% | -28.0% |
| 6M | -32.8% | +42.5% | -75.3% | -48.9% |
| YTD | -27.5% | +18.9% | -46.4% | -37.2% |
| 1Y | -28.0% | +14.2% | -42.1% | -35.7% |
| 3Y | -7.2% | +90.7% | -97.9% | -45.0% |
| 5Y | +22.6% | +52.5% | -29.9% | -13.4% |
| All | +22.6% | +51.8% | -29.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling