+607.1%
MS vs LII
+162.0%
+445.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.3% |
| 7D | -1.6% | -0.6% | -0.9% | -1.3% |
| 30D | -3.8% | -4.6% | +0.8% | -2.4% |
| 3M | -14.6% | -21.2% | +6.6% | -6.4% |
| 6M | -5.1% | -36.4% | +31.4% | +12.0% |
| YTD | +4.5% | -28.9% | +33.4% | +15.4% |
| 1Y | +13.5% | -29.5% | +43.1% | +25.6% |
| 3Y | +160.4% | -8.6% | +169.0% | +141.1% |
| 5Y | +112.9% | +20.2% | +92.7% | +65.0% |
| All | +607.1% | +162.0% | +445.1% | +302.1% |
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