+1,911.0%
MSFT vs LII
+2,734.1%
-823.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +6.4% | -21.2% | +27.6% | +13.1% |
| 6M | +28.7% | -36.4% | +65.1% | +43.1% |
| YTD | +10.4% | -28.9% | +39.3% | +17.4% |
| 1Y | +7.6% | -29.5% | +37.1% | +14.5% |
| 3Y | +52.3% | -8.6% | +60.9% | +46.0% |
| 5Y | +64.5% | +20.2% | +44.3% | +43.0% |
| 10Y | +917.8% | +166.2% | +751.6% | +591.8% |
| All | +1,911.0% | +2,734.1% | -823.2% | +501.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling