+32.7%
MMM vs LII
-32.0%
+64.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +14.7% | -4.6% | +19.4% | +15.5% |
| 3M | +3.6% | -21.7% | +25.2% | +8.4% |
| 6M | +32.7% | -32.8% | +65.5% | +41.5% |
| All | +32.7% | -32.0% | +64.7% | +41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling