+953.2%
MULL vs LII
-44.8%
+998.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.0% | +11.1% | +11.0% |
| 7D | -42.7% | -0.6% | -42.1% | -42.4% |
| 30D | -63.8% | -4.6% | -59.2% | -63.5% |
| 3M | -49.0% | -21.2% | -27.8% | -36.9% |
| 6M | -38.2% | -36.4% | -1.7% | +1.4% |
| YTD | +167.0% | -28.9% | +196.0% | +273.6% |
| 1Y | +247.7% | -29.5% | +277.3% | +392.8% |
| All | +953.2% | -44.8% | +998.0% | +1,785.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling