+162.9%
LII vs MDY
+165.7%
-2.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.3% |
| 7D | -0.2% | +3.0% | -3.2% | -2.8% |
| 30D | -0.6% | +0.8% | -1.4% | -1.3% |
| 3M | -17.0% | -5.1% | -11.9% | -13.1% |
| 6M | -31.1% | +1.2% | -32.3% | -31.4% |
| YTD | -27.7% | +12.5% | -40.1% | -33.9% |
| 1Y | -26.2% | +13.8% | -39.9% | -33.1% |
| 3Y | -9.6% | +56.4% | -66.1% | -36.2% |
| 5Y | +15.7% | +35.3% | -19.6% | -8.4% |
| All | +162.9% | +165.7% | -2.7% | +20.7% |
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