+2,790.8%
LII vs MKC
+950.0%
+1,840.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -0.8% |
| 7D | -0.6% | +2.3% | -3.0% | -1.4% |
| 30D | -4.6% | +8.1% | -12.7% | -7.1% |
| 3M | -21.2% | -6.4% | -14.8% | -19.4% |
| 6M | -36.4% | +1.8% | -38.2% | -37.3% |
| YTD | -28.9% | -26.9% | -2.0% | -21.5% |
| 1Y | -29.5% | -21.7% | -7.8% | -24.2% |
| 3Y | -8.6% | -18.7% | +10.2% | -4.8% |
| 5Y | +20.2% | -32.8% | +53.0% | +32.9% |
| 10Y | +166.2% | +27.0% | +139.3% | +122.8% |
| All | +2,790.8% | +950.0% | +1,840.8% | +1,458.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling