+186.5%
MLM vs LII
+167.2%
+19.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.3% | -3.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +7.9% | -4.6% | +12.5% | +10.0% |
| 3M | -4.5% | -21.7% | +17.2% | +7.4% |
| 6M | -12.6% | -32.8% | +20.1% | +4.2% |
| YTD | -14.9% | -27.5% | +12.6% | -3.3% |
| 1Y | -13.1% | -28.0% | +14.9% | -1.1% |
| 3Y | +21.2% | -7.2% | +28.4% | +12.4% |
| 5Y | +32.0% | +22.6% | +9.4% | +0.4% |
| All | +186.5% | +167.2% | +19.3% | +45.5% |
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