-15.4%
MDLN vs LII
-20.8%
+5.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -5.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.4% |
| 30D | -1.5% | -12.4% | +10.9% | +0.1% |
| 3M | +2.6% | -24.8% | +27.4% | +5.5% |
| 6M | -20.9% | -25.2% | +4.3% | -20.2% |
| YTD | -17.4% | -20.3% | +2.8% | -14.6% |
| All | -15.4% | -20.8% | +5.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling