+355.3%
OMC vs LII
+2,734.1%
-2,378.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.8% |
| 3M | +5.8% | -21.2% | +27.0% | +13.0% |
| 6M | +14.7% | -36.4% | +51.1% | +28.9% |
| YTD | +10.3% | -28.9% | +39.2% | +19.0% |
| 1Y | +23.2% | -29.5% | +52.8% | +33.1% |
| 3Y | +24.6% | -8.6% | +33.2% | +22.9% |
| 5Y | +50.1% | +20.2% | +29.9% | +34.4% |
| 10Y | +54.3% | +166.2% | -112.0% | +9.2% |
| All | +355.3% | +2,734.1% | -2,378.8% | +75.0% |
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