+2,848.5%
LII vs TAP
+201.6%
+2,646.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.2% |
| 7D | +0.2% | +7.7% | -7.5% | -1.9% |
| 30D | -4.6% | +14.4% | -19.0% | -8.2% |
| 3M | -21.7% | +2.0% | -23.7% | -22.2% |
| 6M | -32.8% | +2.5% | -35.3% | -33.6% |
| YTD | -27.5% | -6.4% | -21.1% | -26.7% |
| 1Y | -28.0% | -2.3% | -25.7% | -28.2% |
| 3Y | -7.2% | -20.3% | +13.1% | -3.1% |
| 5Y | +22.6% | +6.9% | +15.7% | +16.4% |
| 10Y | +171.5% | -46.3% | +217.9% | +196.3% |
| All | +2,848.5% | +201.6% | +2,646.8% | +1,989.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling