+427.0%
MCK vs LII
+165.8%
+261.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.3% |
| 7D | -2.9% | -6.3% | +3.4% | -2.0% |
| 30D | +0.4% | -13.0% | +13.5% | +2.5% |
| 3M | +12.1% | -29.0% | +41.1% | +17.3% |
| 6M | -5.4% | -27.7% | +22.2% | -1.9% |
| YTD | +7.8% | -24.2% | +32.0% | +10.5% |
| 1Y | +22.9% | -34.8% | +57.7% | +29.3% |
| 3Y | +110.7% | -4.2% | +115.0% | +96.4% |
| 5Y | +346.2% | +20.9% | +325.3% | +285.3% |
| All | +427.0% | +165.8% | +261.2% | +319.4% |
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