+697.8%
MTZ vs LII
+168.6%
+529.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -11.1% | -12.6% | +1.5% | -4.1% |
| 3M | -36.7% | -24.4% | -12.3% | -27.2% |
| 6M | -21.9% | -28.7% | +6.8% | -7.8% |
| YTD | +9.1% | -19.1% | +28.3% | +18.4% |
| 1Y | +30.0% | -29.7% | +59.7% | +52.4% |
| 3Y | +138.5% | +4.8% | +133.7% | +108.8% |
| 5Y | +158.3% | +24.6% | +133.8% | +96.4% |
| All | +697.8% | +168.6% | +529.2% | +234.9% |
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