+168.9%
LII vs MTB
+119.7%
+49.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.3% | -2.0% | -0.3% | -1.6% |
| 30D | -1.7% | +0.1% | -1.8% | -1.6% |
| 3M | -18.3% | -12.1% | -6.2% | -14.7% |
| 6M | -32.3% | +7.3% | -39.6% | -33.8% |
| YTD | -27.1% | +11.5% | -38.6% | -29.6% |
| 1Y | -27.2% | +21.3% | -48.5% | -31.6% |
| 3Y | -8.9% | +104.1% | -113.1% | -28.1% |
| 5Y | +19.7% | +61.8% | -42.2% | -0.3% |
| 10Y | +168.9% | +115.4% | +53.5% | +97.6% |
| All | +168.9% | +119.7% | +49.1% | +97.6% |
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