+52.4%
OMC vs LII
+17.0%
+35.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +1.9% | +2.9% | -1.1% | +0.9% |
| 30D | +12.2% | +0.9% | +11.3% | +11.7% |
| 3M | +0.6% | -15.5% | +16.1% | +6.0% |
| 6M | +21.0% | -30.2% | +51.2% | +33.7% |
| YTD | +12.4% | -26.8% | +39.2% | +20.4% |
| 1Y | +25.4% | -25.3% | +50.7% | +33.1% |
| 3Y | +29.2% | -7.8% | +36.9% | +23.1% |
| All | +52.4% | +17.0% | +35.4% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling