+525.0%
MTUM vs LII
+592.8%
-67.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +6.6% | +2.9% | +3.7% | +5.6% |
| 30D | -10.8% | +0.9% | -11.7% | -11.6% |
| 3M | -13.8% | -15.5% | +1.7% | -9.3% |
| 6M | -10.7% | -30.2% | +19.5% | -0.8% |
| YTD | +9.1% | -26.8% | +35.9% | +18.1% |
| 1Y | +11.4% | -25.3% | +36.7% | +19.5% |
| 3Y | +88.8% | -7.8% | +96.6% | +81.6% |
| 5Y | +51.7% | +17.0% | +34.7% | +29.5% |
| 10Y | +307.9% | +169.9% | +138.1% | +137.6% |
| All | +525.0% | +592.8% | -67.8% | +157.8% |
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