+104.5%
MDLZ vs LII
+166.1%
-61.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +8.2% | -0.6% | +8.8% | +8.2% |
| 3M | +8.0% | -17.0% | +25.0% | +11.8% |
| 6M | +9.7% | -31.1% | +40.9% | +16.3% |
| YTD | +26.9% | -27.7% | +54.5% | +32.3% |
| 1Y | +20.9% | -26.2% | +47.1% | +25.4% |
| 3Y | +5.3% | -9.6% | +14.9% | +0.1% |
| 5Y | +21.4% | +15.7% | +5.7% | +4.8% |
| All | +104.5% | +166.1% | -61.6% | +37.4% |
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