+39.1%
MDT vs LII
+167.7%
-128.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +0.4% | +2.1% | -1.7% | -0.1% |
| 30D | +6.0% | -12.4% | +18.4% | +9.3% |
| 3M | +15.5% | -24.8% | +40.3% | +22.2% |
| 6M | +3.4% | -25.2% | +28.6% | +8.9% |
| YTD | -2.2% | -20.3% | +18.1% | +0.9% |
| 1Y | +2.6% | -32.9% | +35.5% | +10.4% |
| 3Y | +27.5% | +2.0% | +25.5% | +16.1% |
| 5Y | -20.1% | +24.4% | -44.5% | -33.4% |
| 10Y | +39.1% | +167.2% | -128.2% | -11.4% |
| All | +39.1% | +167.7% | -128.7% | -11.4% |
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