-9.7%
LII vs TAP
-23.3%
+13.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | -4.5% | +4.9% | +1.7% |
| 30D | -2.4% | +7.5% | -9.9% | -4.2% |
| 3M | -17.5% | -4.9% | -12.6% | -16.5% |
| 6M | -32.8% | -3.5% | -29.3% | -32.4% |
| YTD | -27.7% | -11.4% | -16.3% | -25.6% |
| 1Y | -28.1% | -10.8% | -17.3% | -26.1% |
| 3Y | -9.7% | -24.5% | +14.8% | -7.0% |
| All | -9.7% | -23.3% | +13.6% | -7.0% |
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