+168.6%
LII vs MDY
+180.7%
-12.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | -0.6% |
| 7D | -1.2% | +0.7% | -1.9% | -1.8% |
| 30D | -2.0% | +1.3% | -3.3% | -3.1% |
| 3M | -20.2% | -4.1% | -16.2% | -17.3% |
| 6M | -32.5% | +1.0% | -33.5% | -32.7% |
| YTD | -27.4% | +13.3% | -40.7% | -34.0% |
| 1Y | -28.2% | +15.7% | -43.9% | -35.9% |
| 3Y | -7.2% | +59.6% | -66.8% | -35.5% |
| 5Y | +19.9% | +36.3% | -16.4% | -5.7% |
| 10Y | +168.6% | +173.6% | -5.0% | +15.7% |
| All | +168.6% | +180.7% | -12.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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