+3,188.9%
LII vs TAP
+189.3%
+2,999.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | -12.6% | -2.1% | -10.5% | -12.1% |
| 3M | -24.4% | +6.6% | -31.1% | -26.0% |
| 6M | -28.7% | -11.5% | -17.2% | -26.6% |
| YTD | -19.1% | -10.3% | -8.9% | -17.2% |
| 1Y | -29.7% | -14.4% | -15.3% | -27.2% |
| 3Y | +4.8% | -28.3% | +33.1% | +12.8% |
| 5Y | +24.6% | +1.7% | +22.9% | +20.0% |
| 10Y | +169.2% | -49.2% | +218.4% | +198.6% |
| All | +3,188.9% | +189.3% | +2,999.6% | +2,261.6% |
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