+4.0%
LII vs JAAA
+18.9%
-14.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +0.9% |
| 7D | -0.7% | +0.2% | -0.9% | -1.2% |
| 30D | -12.6% | +0.5% | -13.1% | -14.0% |
| 3M | -24.4% | +1.3% | -25.7% | -27.2% |
| 6M | -28.7% | +2.7% | -31.4% | -34.0% |
| YTD | -19.1% | +3.2% | -22.3% | -26.2% |
| 1Y | -29.7% | +4.9% | -34.6% | -38.8% |
| All | +4.0% | +18.9% | -14.9% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling