+4,983.8%
LII vs TDY
+7,056.0%
-2,072.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -6.3% | -1.1% | -5.1% | -5.9% |
| 30D | -13.0% | -12.0% | -1.0% | -9.4% |
| 3M | -29.0% | -3.2% | -25.8% | -28.2% |
| 6M | -27.7% | -7.9% | -19.8% | -25.6% |
| YTD | -24.2% | +18.2% | -42.4% | -28.0% |
| 1Y | -34.8% | +6.7% | -41.5% | -35.9% |
| 3Y | -4.2% | +47.5% | -51.8% | -15.0% |
| 5Y | +20.9% | +39.5% | -18.6% | +9.0% |
| 10Y | +164.4% | +477.2% | -312.8% | +53.6% |
| All | +4,983.8% | +7,056.0% | -2,072.2% | +1,796.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded TDY 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling