+800.7%
MSCI vs LII
+166.2%
+634.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +16.2% | -2.4% | +18.6% | +16.9% |
| 3M | +17.1% | -17.5% | +34.6% | +25.2% |
| 6M | +13.0% | -32.8% | +45.8% | +27.7% |
| YTD | +15.8% | -27.7% | +43.5% | +24.2% |
| 1Y | +15.5% | -28.1% | +43.6% | +23.9% |
| 3Y | +32.3% | -9.7% | +42.0% | +20.2% |
| 5Y | +8.2% | +19.5% | -11.3% | -17.8% |
| 10Y | +800.7% | +170.6% | +630.1% | +417.9% |
| All | +800.7% | +166.2% | +634.5% | +417.9% |
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