-8.6%
LII vs TLN
+538.9%
-547.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.0% | -2.9% |
| 7D | -0.6% | -1.3% | +0.7% | -0.7% |
| 30D | -4.6% | -10.5% | +5.9% | -3.5% |
| 3M | -21.2% | +0.1% | -21.3% | -21.9% |
| 6M | -36.4% | -17.4% | -19.0% | -35.5% |
| YTD | -28.9% | -9.7% | -19.3% | -29.5% |
| 1Y | -29.5% | -12.3% | -17.3% | -29.9% |
| 3Y | -8.6% | +528.3% | -536.8% | -43.2% |
| All | -8.6% | +538.9% | -547.5% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling