+148.0%
MO vs LII
+19.9%
+128.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +9.7% | -4.6% | +14.3% | +9.9% |
| 3M | +14.1% | -21.2% | +35.4% | +15.0% |
| 6M | +11.9% | -36.4% | +48.3% | +13.2% |
| YTD | +38.4% | -28.9% | +67.3% | +39.4% |
| 1Y | +41.9% | -29.5% | +71.4% | +42.9% |
| 3Y | +134.5% | -8.6% | +143.1% | +126.8% |
| All | +148.0% | +19.9% | +128.1% | +121.4% |
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