+241.6%
MET vs LII
+163.1%
+78.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | -0.8% | +0.5% | -1.2% | -1.0% |
| 30D | -1.4% | -11.2% | +9.8% | +3.3% |
| 3M | +12.5% | -28.8% | +41.3% | +26.1% |
| 6M | +37.1% | -26.9% | +64.0% | +50.4% |
| YTD | +23.8% | -22.2% | +46.0% | +31.3% |
| 1Y | +24.1% | -32.0% | +56.1% | +38.9% |
| 3Y | +65.2% | -0.4% | +65.6% | +47.3% |
| 5Y | +82.3% | +22.4% | +59.8% | +42.4% |
| 10Y | +241.6% | +171.4% | +70.2% | +81.9% |
| All | +241.6% | +163.1% | +78.5% | +81.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling