+785.4%
MSCI vs LII
+162.0%
+623.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | +2.8% | -0.6% | +3.4% | +3.1% |
| 30D | +15.4% | -4.6% | +20.0% | +17.1% |
| 3M | +13.4% | -21.2% | +34.6% | +23.4% |
| 6M | +10.9% | -36.4% | +47.3% | +28.1% |
| YTD | +13.0% | -28.9% | +41.9% | +22.0% |
| 1Y | +12.0% | -29.5% | +41.6% | +21.2% |
| 3Y | +34.1% | -8.6% | +42.7% | +20.7% |
| 5Y | +3.9% | +20.2% | -16.3% | -21.4% |
| All | +785.4% | +162.0% | +623.4% | +415.6% |
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