+611.0%
MS vs LII
+167.2%
+443.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.8% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -3.9% | -4.6% | +0.7% | -2.6% |
| 3M | -15.9% | -21.7% | +5.7% | -7.6% |
| 6M | -2.5% | -32.8% | +30.3% | +12.3% |
| YTD | +5.1% | -27.5% | +32.6% | +15.1% |
| 1Y | +13.0% | -28.0% | +40.9% | +23.8% |
| 3Y | +160.7% | -7.2% | +167.9% | +140.0% |
| 5Y | +114.0% | +22.6% | +91.4% | +64.6% |
| All | +611.0% | +167.2% | +443.8% | +301.0% |
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