-27.8%
LII vs ALM
+21.0%
-48.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.3% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -2.0% | -26.1% | +24.1% | +1.2% |
| 3M | -20.2% | -38.1% | +17.9% | -16.7% |
| 6M | -32.5% | -55.4% | +22.9% | -28.4% |
| YTD | -27.4% | -0.4% | -27.0% | -25.1% |
| All | -27.8% | +21.0% | -48.8% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling