+171.3%
LII vs IAG
+371.9%
-200.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.3% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -12.6% | +28.9% | -41.5% | -14.2% |
| 3M | -24.4% | +19.1% | -43.6% | -25.5% |
| 6M | -28.7% | -10.3% | -18.4% | -28.7% |
| YTD | -19.1% | +24.2% | -43.3% | -20.8% |
| 1Y | -29.7% | +116.5% | -146.2% | -33.4% |
| 3Y | +4.8% | +742.8% | -738.0% | -9.0% |
| 5Y | +24.6% | +753.3% | -728.8% | +4.9% |
| All | +171.3% | +371.9% | -200.6% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling