-27.2%
LII vs ALM
+14.6%
-41.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.3% | -7.2% | +4.9% | -1.6% |
| 30D | -1.7% | -26.4% | +24.7% | +1.5% |
| 3M | -18.3% | -38.6% | +20.3% | -14.8% |
| 6M | -32.3% | -61.0% | +28.7% | -27.2% |
| YTD | -27.1% | -7.4% | -19.7% | -24.2% |
| 1Y | -27.2% | +14.0% | -41.2% | -24.8% |
| All | -27.2% | +14.6% | -41.8% | -24.8% |
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