+49.3%
MMM vs LII
+20.3%
+29.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -1.7% |
| 30D | +17.4% | -1.7% | +19.1% | +17.8% |
| 3M | +3.6% | -18.3% | +21.9% | +11.4% |
| 6M | +33.0% | -32.3% | +65.4% | +51.1% |
| YTD | +19.6% | -27.1% | +46.7% | +30.9% |
| 1Y | +14.0% | -27.2% | +41.2% | +24.7% |
| 3Y | +164.3% | -8.9% | +173.2% | +154.4% |
| 5Y | +49.3% | +19.7% | +29.7% | +21.7% |
| All | +49.3% | +20.3% | +29.1% | +21.7% |
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