+64.1%
MSFT vs LII
+19.9%
+44.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +0.2% | -4.6% | +4.8% | +0.9% |
| 3M | +6.4% | -21.2% | +27.6% | +12.0% |
| 6M | +28.7% | -36.4% | +65.1% | +40.9% |
| YTD | +10.4% | -28.9% | +39.3% | +15.2% |
| 1Y | +7.6% | -29.5% | +37.1% | +12.5% |
| 3Y | +52.3% | -8.6% | +60.9% | +34.6% |
| All | +64.1% | +19.9% | +44.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling