+157.1%
MMM vs LII
-8.7%
+165.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | +6.2% | -0.6% | +6.8% | +6.5% |
| 30D | +14.2% | -4.6% | +18.8% | +15.7% |
| 3M | +2.9% | -21.2% | +24.1% | +11.4% |
| 6M | +27.6% | -36.4% | +64.0% | +46.9% |
| YTD | +17.3% | -28.9% | +46.2% | +28.4% |
| 1Y | +15.1% | -29.5% | +44.6% | +26.2% |
| 3Y | +157.1% | -8.6% | +165.7% | +157.9% |
| All | +157.1% | -8.7% | +165.9% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling