+57.4%
MDT vs LII
-8.2%
+65.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.7% |
| 7D | +1.0% | +2.9% | -1.9% | +0.7% |
| 30D | +9.2% | +0.9% | +8.2% | +9.0% |
| 3M | +14.5% | -15.5% | +30.0% | +16.1% |
| 6M | +37.3% | -30.2% | +67.5% | +40.7% |
| YTD | +9.8% | -26.8% | +36.7% | +11.5% |
| 1Y | +10.5% | -25.3% | +35.8% | +11.9% |
| 3Y | +57.4% | -7.8% | +65.2% | +51.1% |
| All | +57.4% | -8.2% | +65.6% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling