+72.9%
MA vs LII
-6.9%
+79.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.1% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +15.9% | -4.6% | +20.5% | +16.6% |
| 3M | +15.2% | -21.7% | +36.8% | +18.9% |
| 6M | +32.4% | -32.8% | +65.2% | +38.8% |
| YTD | +15.6% | -27.5% | +43.1% | +18.6% |
| 1Y | +19.3% | -28.0% | +47.3% | +22.4% |
| All | +72.9% | -6.9% | +79.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling