+2,790.8%
LII vs MTB
+730.1%
+2,060.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.1% |
| 6M | -36.4% | +1.5% | -37.9% | -36.7% |
| YTD | -28.9% | +10.3% | -39.2% | -31.5% |
| 1Y | -29.5% | +22.2% | -51.7% | -34.7% |
| 3Y | -8.6% | +96.9% | -105.5% | -30.3% |
| 5Y | +20.2% | +64.3% | -44.1% | -4.7% |
| 10Y | +166.2% | +137.8% | +28.4% | +65.5% |
| All | +2,790.8% | +730.1% | +2,060.7% | +979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling