+170.6%
LII vs MTB
+122.1%
+48.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -2.4% | +1.4% | -3.8% | -2.7% |
| 3M | -17.5% | -11.6% | -5.9% | -14.0% |
| 6M | -32.8% | +5.4% | -38.2% | -33.9% |
| YTD | -27.7% | +11.7% | -39.4% | -30.2% |
| 1Y | -28.1% | +20.5% | -48.6% | -32.3% |
| 3Y | -9.7% | +104.5% | -114.2% | -28.7% |
| 5Y | +19.5% | +65.1% | -45.6% | -1.0% |
| 10Y | +170.6% | +119.5% | +51.1% | +97.8% |
| All | +170.6% | +122.1% | +48.5% | +97.8% |
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