+258.1%
MTZ vs LII
-8.7%
+266.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.3% |
| 7D | -6.4% | -0.6% | -5.8% | -6.5% |
| 30D | -22.1% | -4.6% | -17.5% | -21.5% |
| 3M | -32.7% | -21.2% | -11.5% | -26.0% |
| 6M | -59.8% | -36.4% | -23.4% | -51.8% |
| YTD | -19.9% | -28.9% | +9.0% | -10.5% |
| 1Y | -11.5% | -29.5% | +18.1% | -0.7% |
| 3Y | +258.1% | -8.6% | +266.7% | +195.4% |
| All | +258.1% | -8.7% | +266.8% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling