+165.9%
LII vs MKC
+25.8%
+140.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +2.9% | -3.0% | +5.9% | +3.9% |
| 30D | +0.9% | +4.8% | -3.9% | -0.4% |
| 3M | -15.5% | -12.8% | -2.7% | -12.0% |
| 6M | -30.2% | +5.0% | -35.2% | -31.7% |
| YTD | -26.8% | -29.1% | +2.2% | -19.2% |
| 1Y | -25.3% | -26.4% | +1.1% | -18.6% |
| 3Y | -7.8% | -21.6% | +13.9% | -3.2% |
| 5Y | +17.0% | -35.2% | +52.2% | +30.5% |
| All | +165.9% | +25.8% | +140.1% | +137.6% |
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