-32.0%
LII vs MDY
+14.2%
-46.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -0.8% |
| 7D | +0.5% | -0.8% | +1.2% | +1.7% |
| 30D | -11.2% | -3.9% | -7.4% | -5.8% |
| 3M | -28.8% | 0.0% | -28.7% | -28.0% |
| 6M | -26.9% | +8.5% | -35.5% | -33.2% |
| YTD | -22.2% | +13.2% | -35.4% | -32.9% |
| 1Y | -32.0% | +15.0% | -47.0% | -42.0% |
| All | -32.0% | +14.2% | -46.2% | -42.0% |
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