+55.5%
OMC vs LII
+170.7%
-115.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.7% |
| 7D | +5.4% | -1.2% | +6.5% | +5.8% |
| 30D | +15.7% | -2.0% | +17.7% | +16.3% |
| 3M | +4.9% | -20.2% | +25.1% | +13.4% |
| 6M | +17.3% | -32.5% | +49.8% | +32.7% |
| YTD | +13.0% | -27.4% | +40.4% | +22.6% |
| 1Y | +24.1% | -28.2% | +52.2% | +34.9% |
| 3Y | +31.2% | -7.2% | +38.5% | +25.1% |
| 5Y | +53.4% | +19.9% | +33.5% | +27.4% |
| 10Y | +55.5% | +168.6% | -113.1% | -5.7% |
| All | +55.5% | +170.7% | -115.2% | -5.7% |
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