+4.0%
LII vs MDY
+51.5%
-47.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.0% |
| 7D | -0.7% | +0.1% | -0.9% | -0.9% |
| 30D | -12.6% | -1.5% | -11.1% | -11.0% |
| 3M | -24.4% | +0.8% | -25.2% | -24.6% |
| 6M | -28.7% | +7.4% | -36.1% | -33.4% |
| YTD | -19.1% | +15.2% | -34.3% | -30.0% |
| 1Y | -29.7% | +16.5% | -46.2% | -39.8% |
| All | +4.0% | +51.5% | -47.5% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling