-32.6%
LII vs MKTX
-10.9%
-21.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -13.5% | +0.8% | -14.3% | -13.4% |
| 3M | -26.0% | +41.1% | -67.1% | -23.7% |
| 6M | -26.8% | -9.5% | -17.3% | -19.7% |
| YTD | -22.9% | -8.7% | -14.2% | -15.1% |
| 1Y | -32.6% | -10.0% | -22.7% | -26.2% |
| All | -32.6% | -10.9% | -21.7% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling