+331.1%
OMC vs LII
+3,124.4%
-2,793.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.8% |
| 7D | -6.4% | -0.7% | -5.7% | -6.2% |
| 30D | +1.1% | -12.6% | +13.7% | +5.0% |
| 3M | +10.4% | -24.4% | +34.8% | +18.5% |
| 6M | -1.7% | -28.7% | +27.0% | +6.5% |
| YTD | +4.4% | -19.1% | +23.6% | +8.7% |
| 1Y | +8.4% | -29.7% | +38.1% | +17.0% |
| 3Y | +14.4% | +4.8% | +9.6% | +8.4% |
| 5Y | +33.9% | +24.6% | +9.3% | +18.7% |
| 10Y | +34.9% | +169.2% | -134.4% | -5.0% |
| All | +331.1% | +3,124.4% | -2,793.3% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling