+170.0%
LII vs MTCH
+201.0%
-31.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +0.5% | -2.4% | +2.9% | +0.9% |
| 30D | -11.2% | +12.8% | -24.0% | -13.0% |
| 3M | -28.8% | +20.0% | -48.8% | -31.1% |
| 6M | -26.9% | +34.7% | -61.6% | -30.8% |
| YTD | -22.2% | +30.6% | -52.8% | -26.1% |
| 1Y | -32.0% | +10.9% | -42.9% | -33.6% |
| 3Y | -0.4% | -2.0% | +1.6% | -3.0% |
| 5Y | +22.4% | -72.6% | +95.1% | +35.8% |
| All | +170.0% | +201.0% | -31.1% | +129.3% |
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