+1,183.5%
MCD vs LII
+2,790.7%
-1,607.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.3% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | +19.6% | -4.6% | +24.2% | +20.4% |
| 3M | +2.2% | -21.7% | +23.8% | +6.1% |
| 6M | -1.1% | -32.8% | +31.7% | +4.5% |
| YTD | -7.2% | -27.5% | +20.3% | -3.6% |
| 1Y | -6.7% | -28.0% | +21.3% | -3.0% |
| 3Y | +11.6% | -7.2% | +18.8% | +9.0% |
| 5Y | +22.6% | +22.6% | 0.0% | +12.4% |
| 10Y | +218.4% | +171.5% | +46.9% | +153.4% |
| All | +1,183.5% | +2,790.7% | -1,607.1% | +595.3% |
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