+22.4%
LII vs TDY
+33.5%
-11.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.4% |
| 7D | +0.5% | -1.8% | +2.3% | +1.7% |
| 30D | -11.2% | -13.8% | +2.5% | -2.3% |
| 3M | -28.8% | -3.9% | -24.9% | -26.8% |
| 6M | -26.9% | -9.0% | -17.9% | -22.2% |
| YTD | -22.2% | +16.5% | -38.7% | -29.7% |
| 1Y | -32.0% | +9.3% | -41.2% | -35.7% |
| 3Y | -0.4% | +45.1% | -45.5% | -22.3% |
| 5Y | +22.4% | +35.0% | -12.5% | -4.1% |
| All | +22.4% | +33.5% | -11.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling