-29.7%
LII vs TLN
-17.2%
-12.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.7% |
| 7D | -0.7% | +7.1% | -7.8% | -1.5% |
| 30D | -12.6% | -3.9% | -8.7% | -12.3% |
| 3M | -24.4% | -16.2% | -8.3% | -23.3% |
| 6M | -28.7% | -5.8% | -22.9% | -28.3% |
| YTD | -19.1% | -15.4% | -3.7% | -18.7% |
| 1Y | -29.7% | -16.7% | -13.0% | -30.4% |
| All | -29.7% | -17.2% | -12.5% | -30.4% |
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