-2.9%
MDT vs LII
+19.9%
-22.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | +5.4% | -0.6% | +6.1% | +5.6% |
| 30D | +19.1% | -4.6% | +23.6% | +19.8% |
| 3M | +19.5% | -21.2% | +40.7% | +23.6% |
| 6M | +33.5% | -36.4% | +69.9% | +41.6% |
| YTD | +8.7% | -28.9% | +37.6% | +12.5% |
| 1Y | +16.8% | -29.5% | +46.3% | +20.9% |
| 3Y | +53.0% | -8.6% | +61.5% | +44.1% |
| All | -2.9% | +19.9% | -22.8% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling