+87.5%
MKSI vs LII
+22.0%
+65.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.8% |
| 7D | +6.6% | +0.5% | +6.2% | +6.1% |
| 30D | -8.2% | -11.2% | +3.0% | -0.3% |
| 3M | -16.4% | -28.8% | +12.4% | +5.3% |
| 6M | +23.0% | -26.9% | +49.9% | +50.9% |
| YTD | +68.2% | -22.2% | +90.4% | +94.1% |
| 1Y | +148.6% | -32.0% | +180.5% | +217.6% |
| 3Y | +196.0% | -0.4% | +196.4% | +178.7% |
| All | +87.5% | +22.0% | +65.5% | +34.4% |
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