+894.4%
MSFT vs LII
+172.8%
+721.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -6.2% | -2.3% | -3.9% | -5.6% |
| 30D | -3.7% | -1.7% | -2.0% | -3.6% |
| 3M | +3.6% | -18.3% | +21.9% | +9.5% |
| 6M | +26.8% | -32.3% | +59.1% | +39.2% |
| YTD | +8.4% | -27.1% | +35.5% | +14.2% |
| 1Y | +3.3% | -27.2% | +30.5% | +8.6% |
| 3Y | +44.3% | -8.9% | +53.2% | +32.2% |
| 5Y | +63.3% | +19.7% | +43.7% | +28.7% |
| 10Y | +894.4% | +168.9% | +725.5% | +476.9% |
| All | +894.4% | +172.8% | +721.6% | +476.9% |
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 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