+1,319.0%
MLM vs LII
+2,874.9%
-1,555.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.9% |
| 7D | +9.1% | +7.9% | +1.2% | +5.9% |
| 30D | +14.6% | -0.6% | +15.2% | +14.5% |
| 3M | +0.3% | -19.3% | +19.6% | +8.7% |
| 6M | -7.5% | -29.8% | +22.4% | +4.8% |
| YTD | -10.2% | -25.4% | +15.2% | -1.3% |
| 1Y | -10.5% | -26.2% | +15.7% | -1.3% |
| 3Y | +27.8% | -4.5% | +32.3% | +23.4% |
| 5Y | +38.9% | +26.7% | +12.2% | +17.8% |
| 10Y | +211.4% | +179.5% | +32.0% | +94.1% |
| All | +1,319.0% | +2,874.9% | -1,555.9% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling