+893.4%
MU vs LII
+23.0%
+870.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.1% |
| 7D | -12.0% | -1.2% | -10.9% | -11.5% |
| 30D | -28.7% | -2.0% | -26.8% | -29.0% |
| 3M | -16.4% | -20.2% | +3.8% | -6.8% |
| 6M | -1.8% | -32.5% | +30.7% | +20.1% |
| YTD | +157.1% | -27.4% | +184.4% | +196.7% |
| 1Y | +208.5% | -28.2% | +236.7% | +258.1% |
| 3Y | +906.2% | -7.2% | +913.4% | +889.7% |
| 5Y | +893.4% | +19.9% | +873.5% | +691.1% |
| All | +893.4% | +23.0% | +870.4% | +691.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling