+378.8%
MAS vs LII
+3,124.4%
-2,745.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.2% |
| 7D | -0.8% | -0.7% | 0.0% | -0.4% |
| 30D | -5.6% | -12.6% | +7.0% | +0.9% |
| 3M | +4.4% | -24.4% | +28.9% | +19.3% |
| 6M | +7.2% | -28.7% | +35.9% | +25.2% |
| YTD | +16.1% | -19.1% | +35.3% | +27.5% |
| 1Y | +0.1% | -29.7% | +29.8% | +17.1% |
| 3Y | +28.3% | +4.8% | +23.5% | +22.1% |
| 5Y | +30.5% | +24.6% | +5.9% | +13.3% |
| 10Y | +139.1% | +169.2% | -30.1% | +43.2% |
| All | +378.8% | +3,124.4% | -2,745.6% | +15.1% |
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