+162.9%
LII vs TAP
-47.7%
+210.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | -6.3% | +6.1% | +1.7% |
| 30D | -0.6% | +2.7% | -3.3% | -1.4% |
| 3M | -17.0% | -3.7% | -13.3% | -16.2% |
| 6M | -31.1% | -2.0% | -29.1% | -31.1% |
| YTD | -27.7% | -12.3% | -15.3% | -25.4% |
| 1Y | -26.2% | -10.1% | -16.1% | -24.5% |
| 3Y | -9.6% | -25.3% | +15.6% | -3.6% |
| 5Y | +15.7% | -1.9% | +17.6% | +12.4% |
| All | +162.9% | -47.7% | +210.6% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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