+4.9%
MSCI vs LII
+23.0%
-18.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.1% |
| 7D | +1.5% | -1.2% | +2.6% | +1.9% |
| 30D | +14.4% | -2.0% | +16.3% | +14.8% |
| 3M | +15.2% | -20.2% | +35.4% | +23.8% |
| 6M | +11.2% | -32.5% | +43.8% | +24.0% |
| YTD | +13.9% | -27.4% | +41.3% | +20.6% |
| 1Y | +12.5% | -28.2% | +40.7% | +19.4% |
| 3Y | +32.3% | -7.2% | +39.5% | +11.3% |
| 5Y | +4.9% | +19.9% | -15.0% | -28.5% |
| All | +4.9% | +23.0% | -18.1% | -28.5% |
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