+10.2%
MTUM vs LII
-26.0%
+36.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.6% |
| 7D | -10.1% | +7.9% | -18.0% | -11.5% |
| 30D | -15.6% | -0.6% | -15.0% | -15.8% |
| 3M | -12.7% | -19.3% | +6.6% | -8.4% |
| 6M | -3.7% | -29.8% | +26.1% | +3.8% |
| YTD | +9.4% | -25.4% | +34.8% | +14.5% |
| 1Y | +10.2% | -26.2% | +36.4% | +15.9% |
| All | +10.2% | -26.0% | +36.2% | +15.9% |
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