+4.0%
LII vs IAG
+790.4%
-786.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.8% |
| 3M | -24.4% | +19.1% | -43.6% | -26.0% |
| 6M | -28.7% | -10.3% | -18.4% | -29.1% |
| YTD | -19.1% | +24.2% | -43.3% | -21.2% |
| 1Y | -29.7% | +116.5% | -146.2% | -33.8% |
| All | +4.0% | +790.4% | -786.4% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling