+19.5%
LII vs TAP
+2.6%
+16.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | -4.5% | +4.9% | +1.9% |
| 30D | -2.4% | +7.5% | -9.9% | -4.5% |
| 3M | -17.5% | -4.9% | -12.6% | -16.4% |
| 6M | -32.8% | -3.5% | -29.3% | -32.5% |
| YTD | -27.7% | -11.4% | -16.3% | -25.5% |
| 1Y | -28.1% | -10.8% | -17.3% | -26.1% |
| 3Y | -9.7% | -24.5% | +14.8% | -3.3% |
| 5Y | +19.5% | +2.5% | +17.0% | +12.8% |
| All | +19.5% | +2.6% | +16.9% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling