+165.9%
LII vs ALM
+2,100.8%
-1,934.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | +0.8% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +0.9% | -19.3% | +20.2% | +1.6% |
| 3M | -15.5% | -40.6% | +25.1% | -14.2% |
| 6M | -30.2% | -57.9% | +27.7% | -28.5% |
| YTD | -26.8% | -6.7% | -20.1% | -26.8% |
| 1Y | -25.3% | +20.2% | -45.5% | -25.8% |
| 3Y | -7.8% | +879.4% | -887.2% | -14.0% |
| 5Y | +17.0% | +415.3% | -398.3% | +9.7% |
| All | +165.9% | +2,100.8% | -1,934.9% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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