+475.1%
MULL vs LII
-26.0%
+501.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -16.5% |
| 7D | -35.9% | +7.9% | -43.8% | -40.6% |
| 30D | -47.3% | -0.6% | -46.7% | -49.3% |
| 3M | -30.6% | -19.3% | -11.2% | -16.8% |
| 6M | +13.7% | -29.8% | +43.5% | +66.8% |
| YTD | +272.1% | -25.4% | +297.5% | +391.4% |
| 1Y | +475.1% | -26.2% | +501.3% | +678.1% |
| All | +475.1% | -26.0% | +501.1% | +678.1% |
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 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