-48.3%
MUZ vs LII
-30.5%
-17.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.6% | +10.6% | +16.2% |
| 7D | +47.2% | +7.9% | +39.3% | +53.3% |
| 30D | +57.1% | -0.6% | +57.7% | +52.7% |
| 3M | -5.3% | -19.3% | +14.1% | -28.6% |
| All | -48.3% | -30.5% | -17.7% | -63.2% |
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 · Available span rolling