+915.1%
MSFT vs LII
+169.1%
+746.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -2.1% |
| 30D | -1.8% | +0.9% | -2.7% | -2.5% |
| 3M | +5.6% | -15.5% | +21.2% | +10.5% |
| 6M | +29.8% | -30.2% | +60.0% | +41.1% |
| YTD | +9.0% | -26.8% | +35.9% | +14.7% |
| 1Y | +4.9% | -25.3% | +30.2% | +9.4% |
| 3Y | +46.2% | -7.8% | +54.0% | +33.3% |
| 5Y | +62.1% | +17.0% | +45.1% | +28.9% |
| All | +915.1% | +169.1% | +746.0% | +485.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling