+2,854.2%
LII vs MTB
+749.1%
+2,105.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -2.0% | +2.4% | -4.4% | -2.7% |
| 3M | -20.2% | -10.5% | -9.7% | -16.8% |
| 6M | -32.5% | +6.4% | -38.9% | -34.1% |
| YTD | -27.4% | +12.8% | -40.2% | -30.6% |
| 1Y | -28.2% | +23.3% | -51.4% | -33.6% |
| 3Y | -7.2% | +108.2% | -115.5% | -30.7% |
| 5Y | +19.9% | +68.6% | -48.7% | -5.8% |
| 10Y | +168.6% | +125.3% | +43.4% | +71.0% |
| All | +2,854.2% | +749.1% | +2,105.1% | +993.5% |
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