+165.9%
LII vs MKTX
+12.8%
+153.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +0.9% | +0.9% | 0.0% | +0.8% |
| 3M | -15.5% | +2.6% | -18.1% | -15.9% |
| 6M | -30.2% | +20.4% | -50.6% | -33.2% |
| YTD | -26.8% | -7.1% | -19.8% | -26.1% |
| 1Y | -25.3% | -2.8% | -22.5% | -25.4% |
| 3Y | -7.8% | -21.7% | +14.0% | -5.6% |
| 5Y | +17.0% | -54.5% | +71.5% | +31.7% |
| All | +165.9% | +12.8% | +153.1% | +144.0% |
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