+37.2%
MSCI vs LII
-6.9%
+44.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +18.2% | -4.6% | +22.8% | +18.9% |
| 3M | +15.1% | -21.7% | +36.8% | +19.2% |
| 6M | +13.7% | -32.8% | +46.5% | +19.4% |
| YTD | +15.6% | -27.5% | +43.1% | +18.0% |
| 1Y | +16.3% | -28.0% | +44.3% | +18.8% |
| All | +37.2% | -6.9% | +44.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling