+170.6%
LII vs ALM
+2,040.7%
-1,870.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.8% | -0.2% |
| 7D | +0.4% | -6.3% | +6.7% | +0.6% |
| 30D | -2.4% | -31.4% | +29.0% | -1.1% |
| 3M | -17.5% | -40.6% | +23.1% | -16.2% |
| 6M | -32.8% | -58.6% | +25.8% | -31.2% |
| YTD | -27.7% | -7.6% | -20.1% | -27.6% |
| 1Y | -28.1% | +13.8% | -41.9% | -28.5% |
| 3Y | -9.7% | +842.1% | -851.8% | -15.6% |
| 5Y | +19.5% | +407.4% | -387.9% | +12.2% |
| 10Y | +170.6% | +2,079.4% | -1,908.8% | +148.1% |
| All | +170.6% | +2,040.7% | -1,870.1% | +148.1% |
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