+209.9%
MET vs LII
+170.7%
+39.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.8% |
| 30D | +4.0% | -2.0% | +6.0% | +4.4% |
| 3M | +4.6% | -20.2% | +24.8% | +13.7% |
| 6M | +32.8% | -32.5% | +65.3% | +50.9% |
| YTD | +32.3% | -27.4% | +59.7% | +43.5% |
| 1Y | +37.1% | -28.2% | +65.3% | +49.3% |
| 3Y | +86.8% | -7.2% | +94.1% | +70.9% |
| 5Y | +87.4% | +19.9% | +67.5% | +45.7% |
| 10Y | +209.9% | +168.6% | +41.3% | +67.7% |
| All | +209.9% | +170.7% | +39.2% | +67.7% |
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