+240.9%
MET vs LII
+169.7%
+71.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | +1.1% | +2.1% | -1.0% | +0.3% |
| 30D | -2.3% | -12.4% | +10.1% | +2.8% |
| 3M | +13.9% | -24.8% | +38.7% | +24.7% |
| 6M | +34.8% | -25.2% | +60.0% | +46.5% |
| YTD | +23.5% | -20.3% | +43.8% | +29.8% |
| 1Y | +23.4% | -32.9% | +56.3% | +39.2% |
| 3Y | +64.9% | +2.0% | +62.8% | +45.6% |
| 5Y | +82.0% | +24.4% | +57.6% | +41.6% |
| All | +240.9% | +169.7% | +71.2% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling