+15,692.2%
MA vs LII
+1,396.3%
+14,295.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +15.9% | -4.6% | +20.5% | +17.7% |
| 3M | +15.2% | -21.7% | +36.8% | +26.1% |
| 6M | +32.4% | -32.8% | +65.2% | +50.7% |
| YTD | +15.6% | -27.5% | +43.1% | +25.7% |
| 1Y | +19.3% | -28.0% | +47.3% | +29.9% |
| 3Y | +73.0% | -7.2% | +80.2% | +60.1% |
| 5Y | +93.7% | +22.6% | +71.1% | +52.7% |
| 10Y | +575.0% | +171.5% | +403.4% | +250.1% |
| All | +15,692.2% | +1,396.3% | +14,295.9% | +3,289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling