+2,834.1%
LII vs MKTX
+1,471.9%
+1,362.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -1.7% | +0.9% | -2.6% | -1.9% |
| 3M | -18.3% | +2.7% | -21.0% | -18.8% |
| 6M | -32.3% | +15.6% | -47.9% | -35.9% |
| YTD | -27.1% | -7.0% | -20.1% | -27.3% |
| 1Y | -27.2% | -1.2% | -26.0% | -28.5% |
| 3Y | -8.9% | -22.2% | +13.3% | -7.5% |
| 5Y | +19.7% | -53.7% | +73.4% | +35.5% |
| 10Y | +168.9% | +13.0% | +155.9% | +127.7% |
| All | +2,834.1% | +1,471.9% | +1,362.3% | +929.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling