+3,381.6%
MCK vs LII
+3,080.2%
+301.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | -1.9% | +2.1% | -4.0% | -2.3% |
| 30D | +2.4% | -12.4% | +14.8% | +4.8% |
| 3M | +16.1% | -24.8% | +40.9% | +21.3% |
| 6M | -3.1% | -25.2% | +22.1% | +0.8% |
| YTD | +8.7% | -20.3% | +29.0% | +11.3% |
| 1Y | +28.1% | -32.9% | +61.0% | +35.2% |
| 3Y | +114.1% | +2.0% | +112.1% | +102.6% |
| 5Y | +342.5% | +24.4% | +318.1% | +294.1% |
| 10Y | +424.1% | +167.2% | +256.9% | +292.2% |
| All | +3,381.6% | +3,080.2% | +301.4% | +1,482.6% |
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 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