+553.1%
MA vs LII
+162.0%
+391.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +14.7% | -4.6% | +19.3% | +16.1% |
| 3M | +13.5% | -21.2% | +34.7% | +21.8% |
| 6M | +33.1% | -36.4% | +69.6% | +50.6% |
| YTD | +15.1% | -28.9% | +44.0% | +23.5% |
| 1Y | +18.7% | -29.5% | +48.3% | +27.7% |
| 3Y | +72.1% | -8.6% | +80.6% | +58.5% |
| 5Y | +92.8% | +20.2% | +72.6% | +52.5% |
| All | +553.1% | +162.0% | +391.1% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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