-8.8%
LII vs IAG
+655.1%
-663.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.3% |
| 7D | -0.2% | -2.1% | +1.9% | -0.1% |
| 30D | -0.6% | -6.2% | +5.6% | -0.3% |
| 3M | -17.0% | -5.1% | -11.8% | -17.0% |
| 6M | -31.1% | -10.0% | -21.2% | -31.1% |
| YTD | -27.7% | +3.9% | -31.6% | -28.6% |
| 1Y | -26.2% | +18.9% | -45.0% | -27.8% |
| All | -8.8% | +655.1% | -663.9% | -17.1% |
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