+61.6%
MDT vs LII
+170.7%
-109.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | +16.2% | -2.0% | +18.1% | +16.5% |
| 3M | +18.9% | -20.2% | +39.1% | +25.0% |
| 6M | +37.3% | -32.5% | +69.9% | +48.4% |
| YTD | +9.7% | -27.4% | +37.1% | +15.4% |
| 1Y | +15.2% | -28.2% | +43.3% | +21.3% |
| 3Y | +61.8% | -7.2% | +69.0% | +50.9% |
| 5Y | -1.4% | +19.9% | -21.3% | -17.8% |
| 10Y | +61.6% | +168.6% | -107.1% | +3.8% |
| All | +61.6% | +170.7% | -109.1% | +3.8% |
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