+163.0%
LII vs TDY
+479.2%
-316.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | -6.3% | -1.1% | -5.1% | -5.8% |
| 30D | -13.0% | -12.0% | -1.0% | -7.5% |
| 3M | -29.0% | -3.2% | -25.8% | -27.8% |
| 6M | -27.7% | -7.9% | -19.8% | -24.6% |
| YTD | -24.2% | +18.2% | -42.4% | -29.9% |
| 1Y | -34.8% | +6.7% | -41.5% | -36.6% |
| 3Y | -4.2% | +47.5% | -51.8% | -19.9% |
| 5Y | +20.9% | +39.5% | -18.6% | +2.7% |
| All | +163.0% | +479.2% | -316.3% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling