+236.9%
MU vs LII
-27.8%
+264.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.6% |
| 7D | +2.0% | -2.3% | +4.3% | +3.2% |
| 30D | -18.0% | -1.7% | -16.3% | -18.3% |
| 3M | -6.6% | -18.3% | +11.7% | +2.4% |
| 6M | +2.0% | -32.3% | +34.4% | +24.3% |
| YTD | +184.5% | -27.1% | +211.6% | +224.5% |
| 1Y | +236.9% | -27.2% | +264.1% | +288.0% |
| All | +236.9% | -27.8% | +264.6% | +288.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling