-26.2%
LII vs MTB
+21.0%
-47.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.6% | +0.8% | -1.4% | -0.9% |
| 3M | -17.0% | -12.8% | -4.2% | -9.7% |
| 6M | -31.1% | +6.7% | -37.8% | -33.4% |
| YTD | -27.7% | +11.3% | -39.0% | -33.9% |
| 1Y | -26.2% | +20.2% | -46.3% | -36.6% |
| All | -26.2% | +21.0% | -47.2% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling