+24.6%
OMC vs LII
-8.7%
+33.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.3% |
| 7D | +6.3% | -0.6% | +6.9% | +6.5% |
| 30D | +15.4% | -4.6% | +20.0% | +16.7% |
| 3M | +5.8% | -21.2% | +27.0% | +12.7% |
| 6M | +14.7% | -36.4% | +51.1% | +28.4% |
| YTD | +10.3% | -28.9% | +39.2% | +17.8% |
| 1Y | +23.2% | -29.5% | +52.8% | +31.8% |
| 3Y | +24.6% | -8.6% | +33.2% | +19.7% |
| All | +24.6% | -8.7% | +33.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling