-33.6%
LII vs TPG
-18.2%
-15.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | -3.5% | -11.8% | +8.3% | -0.3% |
| 30D | -13.5% | -6.3% | -7.3% | -12.2% |
| 3M | -26.0% | +13.6% | -39.6% | -28.4% |
| 6M | -26.8% | +13.8% | -40.6% | -29.7% |
| YTD | -22.9% | -23.7% | +0.9% | -17.8% |
| All | -33.6% | -18.2% | -15.4% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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