+1,282.6%
MET vs LII
+5,886.2%
-4,603.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +4.8% | -2.4% | +7.2% | +5.4% |
| 3M | +6.2% | -17.5% | +23.7% | +14.6% |
| 6M | +33.8% | -32.8% | +66.6% | +54.0% |
| YTD | +33.3% | -27.7% | +61.0% | +46.6% |
| 1Y | +36.3% | -28.1% | +64.4% | +50.0% |
| 3Y | +84.6% | -9.7% | +94.2% | +76.1% |
| 5Y | +87.7% | +19.5% | +68.2% | +51.9% |
| 10Y | +198.0% | +170.6% | +27.3% | +62.4% |
| All | +1,282.6% | +5,886.2% | -4,603.6% | +198.8% |
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 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