+32.0%
MLM vs LII
+22.0%
+10.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.3% | -3.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +7.9% | -4.6% | +12.5% | +9.7% |
| 3M | -4.5% | -21.7% | +17.2% | +5.7% |
| 6M | -12.6% | -32.8% | +20.1% | +1.7% |
| YTD | -14.9% | -27.5% | +12.6% | -4.8% |
| 1Y | -13.1% | -28.0% | +14.9% | -2.7% |
| 3Y | +21.2% | -7.2% | +28.4% | +12.3% |
| 5Y | +32.0% | +22.6% | +9.4% | -0.5% |
| All | +32.0% | +22.0% | +10.0% | -0.5% |
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 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