+55.2%
OMC vs LII
+172.8%
-117.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.6% | -2.3% | +3.9% | +2.4% |
| 30D | +15.3% | -1.7% | +17.0% | +15.8% |
| 3M | +4.5% | -18.3% | +22.8% | +12.0% |
| 6M | +20.8% | -32.3% | +53.1% | +36.5% |
| YTD | +13.5% | -27.1% | +40.6% | +23.0% |
| 1Y | +25.2% | -27.2% | +52.4% | +35.5% |
| 3Y | +30.5% | -8.9% | +39.4% | +25.4% |
| 5Y | +52.7% | +19.7% | +33.0% | +26.9% |
| 10Y | +55.2% | +168.9% | -113.7% | -5.3% |
| All | +55.2% | +172.8% | -117.6% | -5.3% |
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