+554.8%
MA vs LII
+170.7%
+384.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -0.3% | -1.2% | +0.8% | 0.0% |
| 30D | +11.3% | -2.0% | +13.3% | +11.7% |
| 3M | +16.7% | -20.2% | +36.9% | +24.7% |
| 6M | +32.8% | -32.5% | +65.3% | +47.2% |
| YTD | +15.6% | -27.4% | +43.0% | +23.3% |
| 1Y | +19.6% | -28.2% | +47.7% | +27.9% |
| 3Y | +72.1% | -7.2% | +79.3% | +57.9% |
| 5Y | +96.0% | +19.9% | +76.1% | +55.7% |
| 10Y | +554.8% | +168.6% | +386.1% | +268.5% |
| All | +554.8% | +170.7% | +384.0% | +268.5% |
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