+3.3%
MSFT vs LII
-27.8%
+31.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.2% |
| 7D | -6.2% | -2.3% | -3.9% | -6.3% |
| 30D | -3.7% | -1.7% | -2.0% | -3.8% |
| 3M | +3.6% | -18.3% | +21.9% | +2.3% |
| 6M | +26.8% | -32.3% | +59.1% | +24.1% |
| YTD | +8.4% | -27.1% | +35.5% | +5.5% |
| 1Y | +3.3% | -27.2% | +30.5% | +0.7% |
| All | +3.3% | -27.8% | +31.0% | +0.7% |
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