+343.8%
MTUM vs LII
+170.6%
+173.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | +1.2% | -3.5% | +4.7% | +2.5% |
| 30D | -1.7% | -13.5% | +11.8% | +3.2% |
| 3M | -0.5% | -26.0% | +25.5% | +8.9% |
| 6M | +22.3% | -26.8% | +49.2% | +33.8% |
| YTD | +21.4% | -22.9% | +44.2% | +29.6% |
| 1Y | +20.0% | -32.6% | +52.6% | +33.8% |
| 3Y | +113.0% | -1.3% | +114.2% | +101.0% |
| 5Y | +77.3% | +23.1% | +54.2% | +50.0% |
| All | +343.8% | +170.6% | +173.2% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling