+1,274.9%
MET vs LII
+5,888.8%
-4,613.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.8% | -0.6% | +2.4% | +1.6% |
| 3M | +6.0% | -17.0% | +23.0% | +14.2% |
| 6M | +31.1% | -31.1% | +62.2% | +49.3% |
| YTD | +32.6% | -27.7% | +60.2% | +45.7% |
| 1Y | +30.5% | -26.2% | +56.6% | +41.9% |
| 3Y | +83.6% | -9.6% | +93.2% | +75.1% |
| 5Y | +84.2% | +15.7% | +68.5% | +51.4% |
| 10Y | +196.6% | +166.9% | +29.7% | +62.7% |
| All | +1,274.9% | +5,888.8% | -4,613.9% | +197.1% |
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