+467.8%
LII vs ALLE
+260.9%
+206.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -12.6% | -6.8% | -5.8% | -8.8% |
| 3M | -24.4% | +21.0% | -45.5% | -32.6% |
| 6M | -28.7% | +1.1% | -29.8% | -29.2% |
| YTD | -19.1% | -0.5% | -18.6% | -19.3% |
| 1Y | -29.7% | -7.3% | -22.4% | -26.8% |
| 3Y | +4.8% | +42.3% | -37.5% | -15.1% |
| 5Y | +24.6% | +13.5% | +11.1% | +12.2% |
| 10Y | +169.2% | +144.0% | +25.2% | +62.5% |
| All | +467.8% | +260.9% | +206.9% | +193.6% |
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 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