+2,802.6%
MULL vs LII
-28.2%
+2,830.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.2% | +10.7% | +10.6% |
| 7D | +17.3% | -0.7% | +18.0% | +18.0% |
| 30D | +23.5% | -12.6% | +36.1% | +41.0% |
| 3M | -24.0% | -24.4% | +0.5% | +5.3% |
| 6M | +276.7% | -28.7% | +305.4% | +431.1% |
| YTD | +565.1% | -19.1% | +584.2% | +757.6% |
| 1Y | +2,802.6% | -29.7% | +2,832.3% | +4,147.6% |
| All | +2,802.6% | -28.2% | +2,830.8% | +4,147.6% |
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