+162.9%
LII vs MTCH
+143.8%
+19.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -0.2% | +6.7% | -6.9% | -1.3% |
| 30D | -0.6% | -1.4% | +0.8% | -0.4% |
| 3M | -17.0% | +14.8% | -31.8% | -19.0% |
| 6M | -31.1% | +19.4% | -50.5% | -33.4% |
| YTD | -27.7% | +32.3% | -60.0% | -31.5% |
| 1Y | -26.2% | +29.5% | -55.7% | -29.9% |
| 3Y | -9.6% | +47.2% | -56.9% | -17.3% |
| 5Y | +15.7% | -70.2% | +85.9% | +27.2% |
| All | +162.9% | +143.8% | +19.2% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling