+1,362.4%
MU vs LII
+5.3%
+1,357.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.5% |
| 7D | +9.0% | -0.7% | +9.7% | +9.3% |
| 30D | +13.8% | -12.6% | +26.4% | +22.3% |
| 3M | +2.1% | -24.4% | +26.5% | +18.7% |
| 6M | +153.8% | -28.7% | +182.5% | +202.7% |
| YTD | +256.4% | -19.1% | +275.5% | +293.1% |
| 1Y | +719.8% | -29.7% | +749.5% | +872.1% |
| All | +1,362.4% | +5.3% | +1,357.1% | +1,418.9% |
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 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