-8.6%
LII vs TAP
-23.7%
+15.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -4.6% | +9.1% | -13.7% | -6.8% |
| 3M | -21.2% | -3.8% | -17.4% | -20.5% |
| 6M | -36.4% | -3.4% | -33.0% | -36.1% |
| YTD | -28.9% | -10.6% | -18.3% | -27.0% |
| 1Y | -29.5% | -4.4% | -25.1% | -29.0% |
| 3Y | -8.6% | -24.4% | +15.8% | -5.5% |
| All | -8.6% | -23.7% | +15.1% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling