+13,824.2%
MA vs LII
+1,569.0%
+12,255.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +1.5% | -12.6% | +14.1% | +6.9% |
| 3M | +20.4% | -24.4% | +44.9% | +31.9% |
| 6M | +11.1% | -28.7% | +39.8% | +23.2% |
| YTD | +2.0% | -19.1% | +21.1% | +6.6% |
| 1Y | -2.2% | -29.7% | +27.5% | +7.8% |
| 3Y | +41.9% | +4.8% | +37.1% | +25.0% |
| 5Y | +75.4% | +24.6% | +50.8% | +38.6% |
| 10Y | +527.5% | +169.2% | +358.3% | +230.3% |
| All | +13,824.2% | +1,569.0% | +12,255.2% | +2,774.1% |
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