-8.1%
LII vs MKTX
-22.1%
+14.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -1.7% | +0.9% | -2.6% | -1.7% |
| 3M | -18.3% | +2.7% | -21.0% | -18.3% |
| 6M | -32.3% | +15.6% | -47.9% | -31.6% |
| YTD | -27.1% | -7.0% | -20.1% | -24.5% |
| 1Y | -27.2% | -1.2% | -26.0% | -25.2% |
| All | -8.1% | -22.1% | +14.0% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling