+78.8%
MET vs LII
-8.7%
+87.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +3.2% | -4.6% | +7.8% | +4.1% |
| 3M | -1.1% | -21.2% | +20.1% | +4.1% |
| 6M | +25.0% | -36.4% | +61.5% | +36.8% |
| YTD | +27.9% | -28.9% | +56.8% | +33.9% |
| 1Y | +32.9% | -29.5% | +62.4% | +39.4% |
| 3Y | +78.8% | -8.6% | +87.4% | +68.4% |
| All | +78.8% | -8.7% | +87.5% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling