-27.2%
LII vs TLN
-1.4%
-25.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | +0.4% |
| 7D | -2.3% | +15.9% | -18.2% | -3.5% |
| 30D | -1.7% | -0.3% | -1.4% | -1.6% |
| 3M | -18.3% | +5.8% | -24.1% | -19.1% |
| 6M | -32.3% | -1.2% | -31.1% | -33.0% |
| YTD | -27.1% | +1.0% | -28.1% | -28.5% |
| 1Y | -27.2% | +1.1% | -28.3% | -28.6% |
| All | -27.2% | -1.4% | -25.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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