+167.7%
LII vs MTCH
+203.9%
-36.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | -3.5% | -1.4% | -2.0% | -3.3% |
| 30D | -13.5% | +13.6% | -27.2% | -15.4% |
| 3M | -26.0% | +22.4% | -48.4% | -28.6% |
| 6M | -26.8% | +37.2% | -64.0% | -30.9% |
| YTD | -22.9% | +31.8% | -54.6% | -26.8% |
| 1Y | -32.6% | +12.9% | -45.5% | -34.5% |
| 3Y | -1.3% | -1.1% | -0.2% | -4.0% |
| 5Y | +23.1% | -73.5% | +96.6% | +36.9% |
| All | +167.7% | +203.9% | -36.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTCH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling