+33.8%
MAS vs LII
+5.3%
+28.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.4% |
| 30D | -5.6% | -12.6% | +7.0% | +2.2% |
| 3M | +4.4% | -24.4% | +28.9% | +22.0% |
| 6M | +7.2% | -28.7% | +35.9% | +28.7% |
| YTD | +16.1% | -19.1% | +35.3% | +29.3% |
| 1Y | +0.1% | -29.7% | +29.8% | +20.2% |
| All | +33.8% | +5.3% | +28.5% | +15.6% |
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 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