+165.4%
LII vs MTB
+135.3%
+30.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | -21.2% | -12.4% | -8.8% | -17.7% |
| 6M | -36.4% | +1.5% | -37.9% | -36.7% |
| YTD | -28.9% | +10.3% | -39.2% | -31.1% |
| 1Y | -29.5% | +22.2% | -51.7% | -33.9% |
| 3Y | -8.6% | +96.9% | -105.5% | -26.9% |
| 5Y | +20.2% | +64.3% | -44.1% | -0.2% |
| All | +165.4% | +135.3% | +30.1% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling