+1,100.9%
MRNA vs LII
+79.3%
+1,021.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -3.8% |
| 7D | -12.1% | +2.9% | -15.1% | -13.0% |
| 30D | -1.3% | +0.9% | -2.2% | -2.1% |
| 3M | +250.9% | -15.5% | +266.5% | +271.5% |
| 6M | +343.0% | -30.2% | +373.2% | +390.7% |
| YTD | +657.4% | -26.8% | +684.3% | +719.7% |
| 1Y | +794.9% | -25.3% | +820.2% | +863.1% |
| 3Y | +218.1% | -7.8% | +225.9% | +237.5% |
| 5Y | -3.4% | +17.0% | -20.4% | -10.7% |
| All | +1,100.9% | +79.3% | +1,021.6% | +838.6% |
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