-8.6%
LII vs MDY
+50.6%
-59.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.7% |
| 7D | -0.6% | -1.7% | +1.0% | +1.3% |
| 30D | -4.6% | -0.9% | -3.7% | -3.7% |
| 3M | -21.2% | -5.7% | -15.5% | -15.7% |
| 6M | -36.4% | -2.9% | -33.5% | -33.7% |
| YTD | -28.9% | +9.8% | -38.8% | -35.0% |
| 1Y | -29.5% | +13.5% | -43.0% | -37.8% |
| 3Y | -8.6% | +51.9% | -60.5% | -37.5% |
| All | -8.6% | +50.6% | -59.1% | -37.5% |
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 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