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  • MU vs LII✓SelectedUSD · LIIMU vs LII performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,360.6%
LII return
+3,124.4%
Excess return
+236.2%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
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%+21.4%
3M+2.1%-24.4%+26.5%+16.7%
6M+153.8%-28.7%+182.5%+197.7%
YTD+256.4%-19.1%+275.5%+289.6%
1Y+719.8%-29.7%+749.5%+854.9%
3Y+1,360.4%+4.8%+1,355.6%+1,278.2%
5Y+1,312.4%+24.6%+1,287.9%+1,100.7%
10Y+6,142.6%+169.2%+5,973.4%+3,444.3%
All+3,360.6%+3,124.4%+236.2%+533.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling