+409.0%
LII vs ALLE
+331.3%
+77.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.1% |
| 7D | +0.2% | 0.0% | +0.1% | +0.2% |
| 30D | -4.6% | +20.6% | -25.2% | -14.9% |
| 3M | -21.7% | +11.4% | -33.1% | -26.7% |
| 6M | -32.8% | +42.5% | -75.3% | -45.8% |
| YTD | -27.5% | +18.9% | -46.4% | -35.2% |
| 1Y | -28.0% | +14.2% | -42.1% | -34.1% |
| 3Y | -7.2% | +90.7% | -97.9% | -36.9% |
| 5Y | +22.6% | +52.5% | -29.9% | -6.5% |
| 10Y | +171.5% | +231.2% | -59.7% | +39.4% |
| All | +409.0% | +331.3% | +77.7% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling