+1,283.0%
MULL vs LII
-43.8%
+1,326.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.6% |
| 7D | +43.3% | -0.2% | +43.5% | +43.8% |
| 30D | -37.4% | -0.6% | -36.9% | -39.5% |
| 3M | -36.8% | -17.0% | -19.9% | -25.6% |
| 6M | -36.9% | -31.1% | -5.7% | -4.6% |
| YTD | +250.7% | -27.7% | +278.3% | +383.8% |
| 1Y | +337.6% | -26.2% | +363.8% | +491.5% |
| All | +1,283.0% | -43.8% | +1,326.8% | +2,342.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling