+35.0%
MKSI vs LII
+17.0%
+18.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.4% |
| 7D | +12.2% | +2.9% | +9.2% | +10.0% |
| 30D | -8.0% | +0.9% | -8.9% | -10.4% |
| 3M | -29.5% | -15.5% | -14.0% | -22.1% |
| 6M | -31.9% | -30.2% | -1.7% | -14.7% |
| YTD | +35.3% | -26.8% | +62.1% | +60.1% |
| 1Y | +50.3% | -25.3% | +75.5% | +74.3% |
| 3Y | +216.4% | -7.8% | +224.2% | +208.4% |
| All | +35.0% | +17.0% | +18.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling