+934.6%
MMM vs LII
+2,790.7%
-1,856.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.4% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +14.7% | -4.6% | +19.4% | +16.0% |
| 3M | +3.6% | -21.7% | +25.2% | +10.5% |
| 6M | +32.7% | -32.8% | +65.5% | +46.2% |
| YTD | +18.9% | -27.5% | +46.5% | +27.8% |
| 1Y | +16.4% | -28.0% | +44.4% | +25.2% |
| 3Y | +159.8% | -7.2% | +167.0% | +157.9% |
| 5Y | +47.2% | +22.6% | +24.6% | +33.8% |
| 10Y | +86.5% | +171.5% | -85.1% | +37.9% |
| All | +934.6% | +2,790.7% | -1,856.0% | +337.9% |
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 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