+634.5%
MRNA vs LII
+89.1%
+545.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -8.2% | -3.5% | -4.7% | -7.1% |
| 30D | +125.6% | -13.5% | +139.1% | +138.2% |
| 3M | +197.1% | -26.0% | +223.1% | +224.6% |
| 6M | +148.5% | -26.8% | +175.3% | +170.8% |
| YTD | +363.3% | -22.9% | +386.1% | +395.7% |
| 1Y | +462.0% | -32.6% | +494.6% | +528.3% |
| 3Y | +26.9% | -1.3% | +28.2% | +32.6% |
| 5Y | -69.6% | +23.1% | -92.7% | -72.2% |
| All | +634.5% | +89.1% | +545.4% | +467.6% |
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