+3,188.9%
LII vs MKC
+1,018.0%
+2,170.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.5% |
| 7D | -0.7% | -5.9% | +5.1% | +1.4% |
| 30D | -12.6% | -0.9% | -11.7% | -12.4% |
| 3M | -24.4% | +12.7% | -37.2% | -28.0% |
| 6M | -28.7% | -19.3% | -9.4% | -23.7% |
| YTD | -19.1% | -22.2% | +3.0% | -12.6% |
| 1Y | -29.7% | -23.3% | -6.4% | -23.9% |
| 3Y | +4.8% | -30.0% | +34.8% | +15.3% |
| 5Y | +24.6% | -33.8% | +58.3% | +38.7% |
| 10Y | +169.2% | +24.4% | +144.8% | +127.5% |
| All | +3,188.9% | +1,018.0% | +2,170.9% | +1,635.3% |
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 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