+454.2%
MDLZ vs LII
+5,676.8%
-5,222.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -2.1% | -12.6% | +10.5% | +0.3% |
| 3M | +1.3% | -24.4% | +25.8% | +5.7% |
| 6M | +6.2% | -28.7% | +34.9% | +11.6% |
| YTD | +15.8% | -19.1% | +34.9% | +18.6% |
| 1Y | +4.1% | -29.7% | +33.8% | +9.2% |
| 3Y | -4.1% | +4.8% | -8.9% | -9.1% |
| 5Y | +13.4% | +24.6% | -11.2% | +2.0% |
| 10Y | +75.7% | +169.2% | -93.5% | +33.5% |
| All | +454.2% | +5,676.8% | -5,222.5% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling