+8.9%
MDT vs LII
-28.0%
+36.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +8.6% | -0.6% | +9.2% | +8.5% |
| 3M | +12.2% | -17.0% | +29.2% | +13.3% |
| 6M | +33.7% | -31.1% | +64.9% | +35.4% |
| YTD | +7.8% | -27.7% | +35.5% | +7.1% |
| 1Y | +8.9% | -26.2% | +35.1% | +7.7% |
| All | +8.9% | -28.0% | +36.9% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling