-8.6%
LII vs IAG
+621.5%
-630.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.2% | -9.2% | -2.6% |
| 7D | -0.6% | +21.4% | -22.0% | -2.4% |
| 30D | -4.6% | +4.0% | -8.6% | -5.2% |
| 3M | -21.2% | +17.0% | -38.3% | -22.8% |
| 6M | -36.4% | +1.4% | -37.8% | -37.1% |
| YTD | -28.9% | +13.8% | -42.7% | -30.4% |
| 1Y | -29.5% | +55.8% | -85.3% | -32.4% |
| 3Y | -8.6% | +647.4% | -656.0% | -16.3% |
| All | -8.6% | +621.5% | -630.1% | -16.3% |
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