+515.5%
MAR vs LII
+170.7%
+344.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | +14.0% | -2.0% | +16.0% | +14.3% |
| 3M | +18.1% | -20.2% | +38.3% | +29.1% |
| 6M | +18.6% | -32.5% | +51.1% | +36.1% |
| YTD | +35.3% | -27.4% | +62.6% | +48.4% |
| 1Y | +44.5% | -28.2% | +72.6% | +59.0% |
| 3Y | +120.7% | -7.2% | +127.9% | +103.8% |
| 5Y | +164.1% | +19.9% | +144.2% | +106.6% |
| 10Y | +515.5% | +168.6% | +346.9% | +214.0% |
| All | +515.5% | +170.7% | +344.8% | +214.0% |
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