+1,527.5%
META vs LII
+1,028.4%
+499.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +4.8% | -12.6% | +17.4% | +10.5% |
| 3M | -1.6% | -24.4% | +22.8% | +8.2% |
| 6M | -7.5% | -28.7% | +21.2% | +3.6% |
| YTD | -6.4% | -19.1% | +12.7% | -1.3% |
| 1Y | -17.3% | -29.7% | +12.4% | -8.3% |
| 3Y | +109.9% | +4.8% | +105.2% | +86.8% |
| 5Y | +65.4% | +24.6% | +40.8% | +32.0% |
| 10Y | +391.8% | +169.2% | +222.6% | +182.3% |
| All | +1,527.5% | +1,028.4% | +499.1% | +545.8% |
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