+22.2%
MDLZ vs LII
+20.3%
+2.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | +7.9% | -1.7% | +9.6% | +8.1% |
| 3M | +8.9% | -18.3% | +27.2% | +11.6% |
| 6M | +10.5% | -32.3% | +42.8% | +15.1% |
| YTD | +27.1% | -27.1% | +54.3% | +30.3% |
| 1Y | +20.9% | -27.2% | +48.1% | +23.9% |
| 3Y | +5.5% | -8.9% | +14.5% | +0.5% |
| 5Y | +22.2% | +19.7% | +2.6% | +3.1% |
| All | +22.2% | +20.3% | +2.0% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling