+171.4%
LII vs MDY
+170.4%
+1.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.5% |
| 7D | +0.5% | -0.8% | +1.2% | +1.2% |
| 30D | -11.2% | -3.9% | -7.4% | -8.1% |
| 3M | -28.8% | 0.0% | -28.7% | -28.3% |
| 6M | -26.9% | +8.5% | -35.5% | -31.1% |
| YTD | -22.2% | +13.2% | -35.4% | -29.2% |
| 1Y | -32.0% | +15.0% | -47.0% | -38.8% |
| 3Y | -0.4% | +49.6% | -50.0% | -27.0% |
| 5Y | +22.4% | +46.0% | -23.6% | -8.1% |
| 10Y | +171.4% | +176.4% | -4.9% | +30.8% |
| All | +171.4% | +170.4% | +1.0% | +30.8% |
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