+5.3%
MSCI vs LII
+17.0%
-11.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +2.7% | +2.9% | -0.3% | +1.7% |
| 30D | +17.4% | +0.9% | +16.5% | +16.7% |
| 3M | +14.8% | -15.5% | +30.4% | +21.1% |
| 6M | +16.1% | -30.2% | +46.3% | +27.8% |
| YTD | +16.0% | -26.8% | +42.8% | +22.5% |
| 1Y | +16.4% | -25.3% | +41.7% | +21.4% |
| 3Y | +35.3% | -7.8% | +43.1% | +14.5% |
| All | +5.3% | +17.0% | -11.7% | -28.4% |
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