+6.2%
MSFT vs LII
-28.7%
+34.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +2.3% | +0.4% | +1.9% | +2.4% |
| 30D | -0.4% | -2.4% | +2.0% | -0.4% |
| 3M | +5.6% | -17.5% | +23.0% | +4.3% |
| 6M | +29.0% | -32.8% | +61.8% | +26.2% |
| YTD | +10.9% | -27.7% | +38.6% | +7.9% |
| 1Y | +6.2% | -28.1% | +34.3% | +3.5% |
| All | +6.2% | -28.7% | +34.9% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling