-27.8%
LII vs JAAA
+4.8%
-32.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.5% |
| 30D | -2.0% | +0.4% | -2.3% | -3.7% |
| 3M | -20.2% | +1.1% | -21.4% | -24.1% |
| 6M | -32.5% | +2.3% | -34.8% | -38.9% |
| YTD | -27.4% | +3.9% | -31.3% | -37.7% |
| All | -27.8% | +4.8% | -32.5% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling