+90.0%
MDLZ vs LII
+162.0%
-71.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +11.2% | -4.6% | +15.8% | +12.1% |
| 3M | +6.1% | -21.2% | +27.4% | +11.0% |
| 6M | +8.6% | -36.4% | +45.0% | +17.2% |
| YTD | +25.8% | -28.9% | +54.8% | +31.7% |
| 1Y | +21.7% | -29.5% | +51.2% | +27.5% |
| 3Y | +5.8% | -8.6% | +14.4% | +0.1% |
| 5Y | +21.4% | +20.2% | +1.2% | +3.3% |
| All | +90.0% | +162.0% | -71.9% | +20.0% |
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