+79.7%
MTUM vs LII
+21.2%
+58.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +4.1% | +0.5% | +3.6% | +3.9% |
| 30D | +0.6% | -11.2% | +11.9% | +4.3% |
| 3M | -0.6% | -28.8% | +28.2% | +9.2% |
| 6M | +25.3% | -26.9% | +52.3% | +36.0% |
| YTD | +23.8% | -22.2% | +46.0% | +31.0% |
| 1Y | +25.4% | -32.0% | +57.3% | +38.1% |
| 3Y | +117.3% | -0.4% | +117.7% | +106.0% |
| 5Y | +79.7% | +22.4% | +57.2% | +58.3% |
| All | +79.7% | +21.2% | +58.5% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling