-27.8%
LII vs MDY
+14.9%
-42.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | -2.3% |
| 7D | -1.2% | +0.7% | -1.9% | -2.3% |
| 30D | -2.0% | +1.3% | -3.3% | -4.0% |
| 3M | -20.2% | -4.1% | -16.2% | -15.0% |
| 6M | -32.5% | +1.0% | -33.5% | -32.7% |
| YTD | -27.4% | +13.3% | -40.7% | -38.0% |
| All | -27.8% | +14.9% | -42.6% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling