+2,417.1%
MSCI vs LII
+1,320.0%
+1,097.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +0.6% | -12.6% | +13.2% | +6.6% |
| 3M | -7.1% | -24.4% | +17.4% | +2.6% |
| 6M | +0.8% | -28.7% | +29.5% | +12.8% |
| YTD | +1.0% | -19.1% | +20.1% | +5.3% |
| 1Y | +4.3% | -29.7% | +34.0% | +15.4% |
| 3Y | +9.9% | +4.8% | +5.2% | -4.9% |
| 5Y | -6.8% | +24.6% | -31.3% | -27.3% |
| 10Y | +614.7% | +169.2% | +445.5% | +260.2% |
| All | +2,417.1% | +1,320.0% | +1,097.2% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling