+326.8%
MDT vs LII
+3,124.4%
-2,797.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.9% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +9.5% | -12.6% | +22.1% | +12.2% |
| 3M | +16.0% | -24.4% | +40.4% | +21.1% |
| 6M | +0.2% | -28.7% | +28.9% | +5.3% |
| YTD | -0.3% | -19.1% | +18.9% | +2.1% |
| 1Y | +4.7% | -29.7% | +34.4% | +9.8% |
| 3Y | +26.5% | +4.8% | +21.8% | +20.6% |
| 5Y | -18.2% | +24.6% | -42.7% | -25.7% |
| 10Y | +40.0% | +169.2% | -129.2% | +9.1% |
| All | +326.8% | +3,124.4% | -2,797.6% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling