+165.9%
LII vs MTCH
+142.9%
+23.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.9% | +6.7% | -3.7% | +1.8% |
| 30D | +0.9% | -1.8% | +2.7% | +1.2% |
| 3M | -15.5% | +12.2% | -27.8% | -17.3% |
| 6M | -30.2% | +16.6% | -46.8% | -32.3% |
| YTD | -26.8% | +31.8% | -58.7% | -30.7% |
| 1Y | -25.3% | +30.8% | -56.1% | -29.1% |
| 3Y | -7.8% | +49.6% | -57.4% | -15.8% |
| 5Y | +17.0% | -70.3% | +87.3% | +28.7% |
| All | +165.9% | +142.9% | +23.0% | +128.4% |
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