+4,315.7%
MO vs LII
+2,796.3%
+1,519.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.6% |
| 30D | +5.8% | -2.0% | +7.7% | +5.9% |
| 3M | +12.7% | -20.2% | +32.9% | +15.7% |
| 6M | +14.8% | -32.5% | +47.3% | +19.7% |
| YTD | +37.8% | -27.4% | +65.2% | +41.8% |
| 1Y | +39.5% | -28.2% | +67.6% | +43.6% |
| 3Y | +136.1% | -7.2% | +143.3% | +130.4% |
| 5Y | +148.5% | +19.9% | +128.6% | +130.5% |
| 10Y | +135.5% | +168.6% | -33.1% | +94.6% |
| All | +4,315.7% | +2,796.3% | +1,519.4% | +2,732.8% |
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