+4,407.5%
MU vs LII
+169.1%
+4,238.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.1% |
| 7D | +12.8% | +2.9% | +9.9% | +11.1% |
| 30D | -14.9% | +0.9% | -15.8% | -16.5% |
| 3M | -18.0% | -15.5% | -2.5% | -11.5% |
| 6M | -3.1% | -30.2% | +27.1% | +16.0% |
| YTD | +172.9% | -26.8% | +199.7% | +213.6% |
| 1Y | +228.8% | -25.3% | +254.1% | +273.2% |
| 3Y | +950.8% | -7.8% | +958.6% | +939.1% |
| 5Y | +931.3% | +17.0% | +914.3% | +761.4% |
| All | +4,407.5% | +169.1% | +4,238.4% | +2,088.3% |
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