+3,188.9%
LII vs MTB
+814.3%
+2,374.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -0.7% | +1.7% | -2.5% | -1.4% |
| 30D | -12.6% | -4.2% | -8.4% | -11.2% |
| 3M | -24.4% | +8.9% | -33.3% | -26.8% |
| 6M | -28.7% | +10.9% | -39.6% | -31.3% |
| YTD | -19.1% | +21.5% | -40.6% | -24.9% |
| 1Y | -29.7% | +21.9% | -51.6% | -35.0% |
| 3Y | +4.8% | +109.2% | -104.5% | -22.1% |
| 5Y | +24.6% | +102.0% | -77.4% | -9.0% |
| 10Y | +169.2% | +171.9% | -2.7% | +58.6% |
| All | +3,188.9% | +814.3% | +2,374.5% | +1,082.9% |
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