+5,075.2%
LII vs TDY
+6,969.6%
-1,894.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -3.5% | -1.9% | -1.6% | -2.9% |
| 30D | -13.5% | -12.5% | -1.0% | -9.8% |
| 3M | -26.0% | -0.8% | -25.2% | -25.7% |
| 6M | -26.8% | -9.0% | -17.8% | -24.4% |
| YTD | -22.9% | +16.8% | -39.6% | -26.4% |
| 1Y | -32.6% | +9.5% | -42.1% | -34.3% |
| 3Y | -1.3% | +45.4% | -46.7% | -12.0% |
| 5Y | +23.1% | +37.8% | -14.8% | +11.4% |
| 10Y | +169.2% | +470.2% | -301.1% | +57.0% |
| All | +5,075.2% | +6,969.6% | -1,894.4% | +1,837.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling