+48.0%
LII vs JAAA
+29.3%
+18.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -12.4% | +0.5% | -12.9% | -12.9% |
| 3M | -24.8% | +1.2% | -26.0% | -25.8% |
| 6M | -25.2% | +2.8% | -28.0% | -27.5% |
| YTD | -20.3% | +3.2% | -23.4% | -23.0% |
| 1Y | -32.9% | +4.8% | -37.8% | -36.3% |
| 3Y | +2.0% | +19.0% | -16.9% | -9.2% |
| 5Y | +24.4% | +26.8% | -2.4% | +6.8% |
| All | +48.0% | +29.3% | +18.7% | +20.5% |
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