+168.6%
LII vs MKC
+25.4%
+143.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.2% | -1.9% | +0.7% | -0.6% |
| 30D | -2.0% | +8.0% | -9.9% | -4.1% |
| 3M | -20.2% | -8.6% | -11.6% | -18.1% |
| 6M | -32.5% | +1.1% | -33.6% | -33.2% |
| YTD | -27.4% | -27.7% | +0.3% | -20.3% |
| 1Y | -28.2% | -23.7% | -4.4% | -22.6% |
| 3Y | -7.2% | -19.4% | +12.2% | -3.5% |
| 5Y | +19.9% | -33.3% | +53.2% | +32.5% |
| 10Y | +168.6% | +24.0% | +144.6% | +142.3% |
| All | +168.6% | +25.4% | +143.3% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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