+27.6%
LII vs IAG
+764.1%
-736.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | -24.4% | +19.1% | -43.6% | -25.9% |
| 6M | -28.7% | -10.3% | -18.4% | -28.8% |
| YTD | -19.1% | +24.2% | -43.3% | -21.3% |
| 1Y | -29.7% | +116.5% | -146.2% | -34.4% |
| 3Y | +4.8% | +742.8% | -738.0% | -12.9% |
| All | +27.6% | +764.1% | -736.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling