+920.4%
MSFT vs LII
+170.7%
+749.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.1% |
| 7D | +7.5% | -1.2% | +8.7% | +7.9% |
| 30D | +1.9% | -2.0% | +3.8% | +2.1% |
| 3M | +9.2% | -20.2% | +29.5% | +16.2% |
| 6M | +31.9% | -32.5% | +64.4% | +44.9% |
| YTD | +13.4% | -27.4% | +40.8% | +19.6% |
| 1Y | +10.6% | -28.2% | +38.8% | +16.9% |
| 3Y | +54.7% | -7.2% | +61.9% | +40.6% |
| 5Y | +69.1% | +19.9% | +49.2% | +33.1% |
| 10Y | +920.4% | +168.6% | +751.7% | +483.4% |
| All | +920.4% | +170.7% | +749.7% | +483.4% |
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 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