+22.4%
LII vs MTCH
-72.5%
+95.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +0.5% | -2.4% | +2.9% | +1.0% |
| 30D | -11.2% | +12.8% | -24.0% | -13.8% |
| 3M | -28.8% | +20.0% | -48.8% | -32.1% |
| 6M | -26.9% | +34.7% | -61.6% | -32.4% |
| YTD | -22.2% | +30.6% | -52.8% | -27.8% |
| 1Y | -32.0% | +10.9% | -42.9% | -34.4% |
| 3Y | -0.4% | -2.0% | +1.6% | -3.9% |
| 5Y | +22.4% | -72.6% | +95.1% | +38.8% |
| All | +22.4% | -72.5% | +95.0% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling