+111.2%
MO vs LII
+163.1%
-51.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +3.6% | -11.2% | +14.8% | +5.4% |
| 3M | -3.7% | -28.8% | +25.1% | +0.6% |
| 6M | +4.5% | -26.9% | +31.4% | +8.3% |
| YTD | +21.5% | -22.2% | +43.7% | +24.3% |
| 1Y | +9.5% | -32.0% | +41.5% | +14.3% |
| 3Y | +93.6% | -0.4% | +94.0% | +79.5% |
| 5Y | +97.5% | +22.4% | +75.1% | +71.0% |
| 10Y | +111.2% | +171.4% | -60.3% | +37.7% |
| All | +111.2% | +163.1% | -51.9% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling