+163.0%
LII vs MKTX
+5.0%
+157.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -13.0% | +0.7% | -13.8% | -13.1% |
| 3M | -29.0% | +40.8% | -69.8% | -34.3% |
| 6M | -27.7% | -8.0% | -19.7% | -26.8% |
| YTD | -24.2% | -8.7% | -15.5% | -23.2% |
| 1Y | -34.8% | -11.8% | -23.0% | -33.6% |
| 3Y | -4.2% | -24.0% | +19.8% | -1.7% |
| 5Y | +20.9% | -60.3% | +81.2% | +40.0% |
| All | +163.0% | +5.0% | +157.9% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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