+337.6%
MULL vs LII
-28.0%
+365.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | +43.3% | -0.2% | +43.5% | +43.7% |
| 30D | -37.4% | -0.6% | -36.9% | -39.4% |
| 3M | -36.8% | -17.0% | -19.9% | -26.1% |
| 6M | -36.9% | -31.1% | -5.7% | -4.9% |
| YTD | +250.7% | -27.7% | +278.3% | +373.4% |
| 1Y | +337.6% | -26.2% | +363.8% | +501.0% |
| All | +337.6% | -28.0% | +365.6% | +501.0% |
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