+442.2%
MTZ vs LII
+166.2%
+276.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -8.7% | +0.4% | -9.1% | -9.3% |
| 30D | -15.0% | -2.4% | -12.6% | -15.2% |
| 3M | -32.6% | -17.5% | -15.1% | -26.2% |
| 6M | -56.3% | -32.8% | -23.5% | -47.3% |
| YTD | -16.8% | -27.7% | +10.9% | -5.4% |
| 1Y | -10.0% | -28.1% | +18.0% | +2.4% |
| 3Y | +267.1% | -9.7% | +276.8% | +246.5% |
| 5Y | +89.9% | +19.5% | +70.4% | +43.9% |
| 10Y | +442.2% | +170.6% | +271.6% | +118.5% |
| All | +442.2% | +166.2% | +276.0% | +118.5% |
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 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