+501.4%
MTZ vs LII
+162.0%
+339.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.6% |
| 7D | -6.4% | -0.6% | -5.8% | -6.6% |
| 30D | -22.1% | -4.6% | -17.5% | -21.3% |
| 3M | -32.7% | -21.2% | -11.5% | -24.4% |
| 6M | -59.8% | -36.4% | -23.4% | -50.0% |
| YTD | -19.9% | -28.9% | +9.0% | -8.2% |
| 1Y | -11.5% | -29.5% | +18.1% | +1.8% |
| 3Y | +258.1% | -8.6% | +266.7% | +235.0% |
| 5Y | +85.5% | +20.2% | +65.3% | +39.4% |
| All | +501.4% | +162.0% | +339.4% | +165.0% |
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