+2,864.9%
LII vs MTCH
+656.0%
+2,208.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.1% |
| 7D | -2.3% | +3.5% | -5.8% | -3.0% |
| 30D | -1.7% | +0.3% | -1.9% | -1.8% |
| 3M | -18.3% | +13.7% | -32.0% | -20.6% |
| 6M | -32.3% | +17.6% | -49.9% | -34.9% |
| YTD | -27.1% | +31.8% | -59.0% | -31.9% |
| 1Y | -27.2% | +29.2% | -56.4% | -31.7% |
| 3Y | -8.9% | +46.7% | -55.7% | -18.6% |
| 5Y | +19.7% | -70.9% | +90.6% | +42.7% |
| 10Y | +168.9% | +155.1% | +13.8% | +75.8% |
| All | +2,864.9% | +656.0% | +2,208.9% | +1,234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling