+73.1%
MA vs LII
+25.3%
+47.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +1.5% | -12.6% | +14.1% | +4.7% |
| 3M | +20.4% | -24.4% | +44.9% | +27.3% |
| 6M | +11.1% | -28.7% | +39.8% | +18.6% |
| YTD | +2.0% | -19.1% | +21.1% | +4.4% |
| 1Y | -2.2% | -29.7% | +27.5% | +4.1% |
| 3Y | +41.9% | +4.8% | +37.1% | +25.9% |
| All | +73.1% | +25.3% | +47.8% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling