+1,138.0%
MUU vs LII
-41.3%
+1,179.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.2% | +10.3% | +10.4% |
| 7D | -27.2% | -1.2% | -26.0% | -25.9% |
| 30D | -54.0% | -2.0% | -52.1% | -54.8% |
| 3M | -41.4% | -20.2% | -21.2% | -28.3% |
| 6M | -42.5% | -32.5% | -9.9% | -11.9% |
| YTD | +211.2% | -27.4% | +238.6% | +324.7% |
| 1Y | +313.4% | -28.2% | +341.5% | +473.1% |
| All | +1,138.0% | -41.3% | +1,179.3% | +2,043.5% |
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