+33.4%
OMC vs LII
+167.7%
-134.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -5.8% | +2.1% | -7.9% | -6.4% |
| 30D | -4.8% | -12.4% | +7.6% | -0.2% |
| 3M | +9.2% | -24.8% | +34.0% | +19.4% |
| 6M | -2.5% | -25.2% | +22.7% | +5.7% |
| YTD | +2.6% | -20.3% | +22.8% | +7.8% |
| 1Y | +5.9% | -32.9% | +38.9% | +18.6% |
| 3Y | +14.2% | +2.0% | +12.2% | +5.1% |
| 5Y | +33.2% | +24.4% | +8.8% | +9.6% |
| 10Y | +33.4% | +167.2% | -133.8% | -19.3% |
| All | +33.4% | +167.7% | -134.3% | -19.3% |
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