+5.6%
MSCI vs LII
+17.0%
-11.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +3.0% | +2.9% | +0.1% | +2.0% |
| 30D | +17.8% | +0.9% | +16.9% | +17.1% |
| 3M | +15.2% | -15.5% | +30.7% | +21.5% |
| 6M | +16.5% | -30.2% | +46.7% | +28.2% |
| YTD | +16.4% | -26.8% | +43.2% | +22.9% |
| 1Y | +16.8% | -25.3% | +42.1% | +21.8% |
| 3Y | +35.8% | -7.8% | +43.5% | +14.8% |
| All | +5.6% | +17.0% | -11.4% | -28.2% |
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