+2,444.0%
MULL vs LII
-38.0%
+2,482.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -1.4% |
| 7D | +14.0% | +2.1% | +11.9% | +11.3% |
| 30D | +24.8% | -12.4% | +37.2% | +44.2% |
| 3M | -16.1% | -24.8% | +8.7% | +18.3% |
| 6M | +330.9% | -25.2% | +356.1% | +517.9% |
| YTD | +545.0% | -20.3% | +565.3% | +732.2% |
| 1Y | +2,427.1% | -32.9% | +2,460.1% | +3,896.3% |
| All | +2,444.0% | -38.0% | +2,482.0% | +4,100.9% |
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 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