+522.1%
LII vs ALM
+3,507.4%
-2,985.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -0.6% | -6.7% | +6.1% | -0.6% |
| 30D | -4.6% | -32.9% | +28.3% | -4.4% |
| 3M | -21.2% | -39.5% | +18.3% | -21.1% |
| 6M | -36.4% | -62.0% | +25.5% | -36.2% |
| YTD | -28.9% | -7.8% | -21.1% | -28.9% |
| 1Y | -29.5% | +26.7% | -56.2% | -29.6% |
| 3Y | -8.6% | +825.4% | -833.9% | -9.4% |
| 5Y | +20.2% | +401.2% | -381.0% | +19.1% |
| 10Y | +166.2% | +2,074.0% | -1,907.8% | +162.1% |
| All | +522.1% | +3,507.4% | -2,985.3% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling