+226.9%
MTZ vs LII
-6.9%
+233.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.3% | -4.0% |
| 7D | -10.6% | +0.2% | -10.8% | -10.9% |
| 30D | -30.4% | -4.6% | -25.8% | -29.7% |
| 3M | -40.4% | -21.7% | -18.8% | -34.2% |
| 6M | -63.7% | -32.8% | -30.9% | -57.5% |
| YTD | -26.9% | -27.5% | +0.6% | -18.9% |
| 1Y | -20.2% | -28.0% | +7.8% | -11.2% |
| All | +226.9% | -6.9% | +233.8% | +167.8% |
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 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