+145.1%
MS vs LII
+25.3%
+119.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | -12.6% | +12.4% | +4.3% |
| 3M | +0.3% | -24.4% | +24.7% | +8.8% |
| 6M | +31.3% | -28.7% | +60.0% | +44.6% |
| YTD | +24.7% | -19.1% | +43.8% | +29.9% |
| 1Y | +47.9% | -29.7% | +77.6% | +61.7% |
| 3Y | +178.3% | +4.8% | +173.6% | +147.9% |
| All | +145.1% | +25.3% | +119.8% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling