+88.8%
MTUM vs LII
-8.2%
+97.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | +6.6% | +2.9% | +3.7% | +5.8% |
| 30D | -10.8% | +0.9% | -11.7% | -11.5% |
| 3M | -13.8% | -15.5% | +1.7% | -10.0% |
| 6M | -10.7% | -30.2% | +19.5% | -2.3% |
| YTD | +9.1% | -26.8% | +35.9% | +16.4% |
| 1Y | +11.4% | -25.3% | +36.7% | +18.0% |
| 3Y | +88.8% | -7.8% | +96.6% | +85.6% |
| All | +88.8% | -8.2% | +97.0% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling