+19.5%
LII vs ALM
+395.6%
-376.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.8% | -0.1% |
| 7D | +0.4% | -6.3% | +6.7% | +0.7% |
| 30D | -2.4% | -31.4% | +29.0% | -0.7% |
| 3M | -17.5% | -40.6% | +23.1% | -15.7% |
| 6M | -32.8% | -58.6% | +25.8% | -30.7% |
| YTD | -27.7% | -7.6% | -20.1% | -27.3% |
| 1Y | -28.1% | +13.8% | -41.9% | -28.1% |
| 3Y | -9.7% | +842.1% | -851.8% | -15.7% |
| 5Y | +19.5% | +407.4% | -387.9% | +11.5% |
| All | +19.5% | +395.6% | -376.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling