-30.7%
MUZ vs LII
-32.5%
+1.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -2.8% | +36.8% | +32.1% |
| 7D | +79.0% | +0.2% | +78.8% | +78.8% |
| 30D | +104.4% | -4.6% | +109.0% | +93.4% |
| 3M | +27.0% | -21.7% | +48.6% | -5.6% |
| All | -30.7% | -32.5% | +1.8% | -51.4% |
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