+1,931.1%
MSFT vs LII
+2,790.7%
-859.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.7% | -2.8% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +1.3% | -4.6% | +5.9% | +2.2% |
| 3M | +10.2% | -21.7% | +31.8% | +17.3% |
| 6M | +30.8% | -32.8% | +63.6% | +43.1% |
| YTD | +11.5% | -27.5% | +39.0% | +18.0% |
| 1Y | +6.5% | -28.0% | +34.5% | +12.7% |
| 3Y | +55.5% | -7.2% | +62.7% | +48.4% |
| 5Y | +66.2% | +22.6% | +43.6% | +43.6% |
| 10Y | +928.0% | +171.5% | +756.5% | +594.9% |
| All | +1,931.1% | +2,790.7% | -859.5% | +504.2% |
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