+4,807.7%
LII vs TDY
+7,529.4%
-2,721.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.9% | +4.1% | -1.1% | +1.6% |
| 30D | +0.9% | +5.7% | -4.8% | -1.2% |
| 3M | -15.5% | -4.4% | -11.1% | -14.6% |
| 6M | -30.2% | +1.2% | -31.4% | -30.6% |
| YTD | -26.8% | +26.0% | -52.9% | -32.1% |
| 1Y | -25.3% | +27.4% | -52.6% | -30.9% |
| 3Y | -7.8% | +67.5% | -75.3% | -21.6% |
| 5Y | +17.0% | +44.9% | -27.9% | +3.8% |
| 10Y | +169.9% | +440.9% | -271.1% | +59.1% |
| All | +4,807.7% | +7,529.4% | -2,721.7% | +1,687.7% |
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