+778.4%
MS vs LII
+2,874.9%
-2,096.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.5% |
| 7D | +2.6% | +7.9% | -5.3% | -1.1% |
| 30D | +2.6% | -0.6% | +3.2% | +2.2% |
| 3M | -10.1% | -19.3% | +9.3% | -1.2% |
| 6M | +4.4% | -29.8% | +34.2% | +20.0% |
| YTD | +11.7% | -25.4% | +37.1% | +22.6% |
| 1Y | +20.9% | -26.2% | +47.2% | +33.1% |
| 3Y | +177.1% | -4.5% | +181.7% | +156.3% |
| 5Y | +127.7% | +26.7% | +101.1% | +76.0% |
| 10Y | +684.1% | +179.5% | +504.6% | +289.4% |
| All | +778.4% | +2,874.9% | -2,096.5% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling