+34.8%
LII vs JAAA
+30.2%
+4.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -2.0% | +0.4% | -2.3% | -2.4% |
| 3M | -20.2% | +1.1% | -21.4% | -21.3% |
| 6M | -32.5% | +2.3% | -34.8% | -34.2% |
| YTD | -27.4% | +3.9% | -31.3% | -30.4% |
| 1Y | -28.2% | +4.8% | -33.0% | -31.8% |
| 3Y | -7.2% | +18.4% | -25.7% | -17.8% |
| 5Y | +19.9% | +27.4% | -7.5% | +2.1% |
| All | +34.8% | +30.2% | +4.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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