+3,154.8%
LII vs MKTX
+1,446.2%
+1,708.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -12.6% | +1.1% | -13.7% | -12.8% |
| 3M | -24.4% | +36.1% | -60.5% | -31.2% |
| 6M | -28.7% | -12.9% | -15.8% | -27.7% |
| YTD | -19.1% | -8.5% | -10.6% | -19.0% |
| 1Y | -29.7% | -7.5% | -22.2% | -29.9% |
| 3Y | +4.8% | -28.3% | +33.1% | +8.2% |
| 5Y | +24.6% | -63.3% | +87.9% | +49.5% |
| 10Y | +169.2% | +4.5% | +164.7% | +132.4% |
| All | +3,154.8% | +1,446.2% | +1,708.5% | +1,046.8% |
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