+7.3%
LII vs ALM
+2,063.1%
-2,055.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | -12.6% | +32.0% | -44.6% | -14.0% |
| 3M | -24.4% | -15.0% | -9.4% | -24.6% |
| 6M | -28.7% | -10.1% | -18.6% | -29.3% |
| YTD | -19.1% | +99.4% | -118.6% | -21.2% |
| 1Y | -29.7% | +316.4% | -346.1% | -32.3% |
| All | +7.3% | +2,063.1% | -2,055.9% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling