+2,844.9%
LII vs MKTX
+1,471.0%
+1,373.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -15.5% | +2.6% | -18.1% | -16.0% |
| 6M | -30.2% | +20.4% | -50.6% | -34.5% |
| YTD | -26.8% | -7.1% | -19.8% | -27.0% |
| 1Y | -25.3% | -2.8% | -22.5% | -26.4% |
| 3Y | -7.8% | -21.7% | +14.0% | -6.5% |
| 5Y | +17.0% | -54.5% | +71.5% | +33.0% |
| 10Y | +169.9% | +13.0% | +156.9% | +128.6% |
| All | +2,844.9% | +1,471.0% | +1,373.9% | +933.8% |
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