+514.9%
MKSI vs LII
+165.8%
+349.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.3% |
| 7D | +2.7% | -6.3% | +9.0% | +7.2% |
| 30D | -12.8% | -13.0% | +0.2% | -4.4% |
| 3M | -22.5% | -29.0% | +6.5% | -3.8% |
| 6M | +19.4% | -27.7% | +47.0% | +45.7% |
| YTD | +67.7% | -24.2% | +91.9% | +96.1% |
| 1Y | +131.4% | -34.8% | +166.2% | +199.6% |
| 3Y | +197.3% | -4.2% | +201.6% | +197.4% |
| 5Y | +87.0% | +20.9% | +66.1% | +55.7% |
| All | +514.9% | +165.8% | +349.1% | +230.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling