+198.2%
MKSI vs LII
-1.0%
+199.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.7% |
| 7D | +6.6% | +0.5% | +6.2% | +6.1% |
| 30D | -8.2% | -11.2% | +3.0% | -0.4% |
| 3M | -16.4% | -28.8% | +12.4% | +4.9% |
| 6M | +23.0% | -26.9% | +49.9% | +50.2% |
| YTD | +68.2% | -22.2% | +90.4% | +92.7% |
| 1Y | +148.6% | -32.0% | +180.5% | +216.9% |
| All | +198.2% | -1.0% | +199.1% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling