-7.5%
MSCI vs LII
+25.3%
-32.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.7% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +0.6% | -12.6% | +13.2% | +5.2% |
| 3M | -7.1% | -24.4% | +17.4% | +0.2% |
| 6M | +0.8% | -28.7% | +29.5% | +10.3% |
| YTD | +1.0% | -19.1% | +20.1% | +3.5% |
| 1Y | +4.3% | -29.7% | +34.0% | +13.3% |
| 3Y | +9.9% | +4.8% | +5.2% | -11.5% |
| All | -7.5% | +25.3% | -32.8% | -37.3% |
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