+607.8%
LII vs ALM
+7,705.7%
-7,097.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | -12.6% | +32.0% | -44.6% | -12.7% |
| 3M | -24.4% | -15.0% | -9.4% | -24.4% |
| 6M | -28.7% | -10.1% | -18.6% | -28.7% |
| YTD | -19.1% | +99.4% | -118.6% | -19.4% |
| 1Y | -29.7% | +316.4% | -346.1% | -30.1% |
| 3Y | +4.8% | +2,022.0% | -2,017.2% | +3.4% |
| 5Y | +24.6% | +941.2% | -916.6% | +23.1% |
| 10Y | +169.2% | +2,950.3% | -2,781.1% | +164.4% |
| All | +607.8% | +7,705.7% | -7,097.9% | +583.7% |
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