+181.2%
MLM vs LII
+162.0%
+19.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.9% |
| 7D | -4.1% | -0.6% | -3.5% | -3.8% |
| 30D | +8.2% | -4.6% | +12.8% | +10.2% |
| 3M | -3.6% | -21.2% | +17.6% | +8.0% |
| 6M | -15.6% | -36.4% | +20.9% | +3.7% |
| YTD | -16.4% | -28.9% | +12.5% | -4.1% |
| 1Y | -14.3% | -29.5% | +15.2% | -1.4% |
| 3Y | +19.3% | -8.6% | +27.9% | +11.4% |
| 5Y | +29.6% | +20.2% | +9.4% | -0.5% |
| All | +181.2% | +162.0% | +19.3% | +44.3% |
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