+1,209.8%
MET vs LII
+6,593.8%
-5,384.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +1.4% | -12.6% | +14.0% | +7.3% |
| 3M | +17.7% | -24.4% | +42.1% | +29.7% |
| 6M | +35.0% | -28.7% | +63.7% | +51.2% |
| YTD | +26.3% | -19.1% | +45.4% | +33.0% |
| 1Y | +22.8% | -29.7% | +52.5% | +36.6% |
| 3Y | +65.9% | +4.8% | +61.2% | +48.7% |
| 5Y | +85.4% | +24.6% | +60.8% | +48.2% |
| 10Y | +253.7% | +169.2% | +84.5% | +94.3% |
| All | +1,209.8% | +6,593.8% | -5,384.0% | +171.2% |
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