+599.3%
MTUM vs LII
+665.7%
-66.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -1.7% | -12.6% | +11.0% | +2.9% |
| 3M | -6.3% | -24.4% | +18.1% | +2.0% |
| 6M | +21.8% | -28.7% | +50.5% | +34.9% |
| YTD | +22.0% | -19.1% | +41.2% | +28.4% |
| 1Y | +25.3% | -29.7% | +55.0% | +38.0% |
| 3Y | +112.1% | +4.8% | +107.4% | +95.8% |
| 5Y | +76.2% | +24.6% | +51.7% | +48.2% |
| 10Y | +340.1% | +169.2% | +170.9% | +159.8% |
| All | +599.3% | +665.7% | -66.4% | +180.5% |
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