-25.3%
LII vs TDY
+24.0%
-49.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +2.9% | +4.1% | -1.1% | +0.7% |
| 30D | +0.9% | +5.7% | -4.8% | -3.5% |
| 3M | -15.5% | -4.4% | -11.1% | -13.4% |
| 6M | -30.2% | +1.2% | -31.4% | -31.1% |
| YTD | -26.8% | +26.0% | -52.9% | -39.0% |
| 1Y | -25.3% | +27.4% | -52.6% | -38.4% |
| All | -25.3% | +24.0% | -49.3% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling