-17.0%
MDLN vs LII
-22.7%
+5.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -6.2% | +0.5% | -6.7% | -6.2% |
| 30D | +0.7% | -11.2% | +11.9% | +2.2% |
| 3M | -5.4% | -28.8% | +23.4% | -2.4% |
| 6M | -21.6% | -26.9% | +5.4% | -20.6% |
| YTD | -18.9% | -22.2% | +3.3% | -15.9% |
| All | -17.0% | -22.7% | +5.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling