+213.3%
MCD vs LII
+166.2%
+47.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +7.3% | +0.4% | +6.9% | +7.2% |
| 30D | +20.0% | -2.4% | +22.3% | +20.3% |
| 3M | +3.8% | -17.5% | +21.3% | +7.7% |
| 6M | +3.8% | -32.8% | +36.6% | +11.1% |
| YTD | -5.9% | -27.7% | +21.8% | -1.5% |
| 1Y | -3.2% | -28.1% | +24.8% | +1.3% |
| 3Y | +13.3% | -9.7% | +22.9% | +7.6% |
| 5Y | +25.2% | +19.5% | +5.7% | +7.2% |
| 10Y | +213.3% | +170.6% | +42.7% | +119.1% |
| All | +213.3% | +166.2% | +47.1% | +119.1% |
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 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