+144.0%
MP vs LII
-8.4%
+152.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.2% | +2.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.8% |
| 30D | -21.0% | -2.4% | -18.6% | -20.6% |
| 3M | -33.3% | -17.5% | -15.8% | -28.7% |
| 6M | -45.9% | -32.8% | -13.1% | -38.5% |
| YTD | -27.8% | -27.7% | -0.1% | -21.3% |
| 1Y | -43.2% | -28.1% | -15.1% | -37.8% |
| 3Y | +144.0% | -9.7% | +153.7% | +99.9% |
| All | +144.0% | -8.4% | +152.4% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling