+50.1%
LII vs JAAA
+29.3%
+20.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | -12.6% | +0.5% | -13.1% | -13.1% |
| 3M | -24.4% | +1.3% | -25.7% | -25.5% |
| 6M | -28.7% | +2.7% | -31.4% | -30.8% |
| YTD | -19.1% | +3.2% | -22.3% | -21.9% |
| 1Y | -29.7% | +4.9% | -34.6% | -33.3% |
| 3Y | +4.8% | +19.0% | -14.2% | -6.7% |
| 5Y | +24.6% | +26.8% | -2.2% | +6.9% |
| All | +50.1% | +29.3% | +20.8% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling