-7.8%
LII vs TPG
+75.0%
-82.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.9% | +5.0% | -2.1% | +1.2% |
| 30D | +0.9% | +15.7% | -14.8% | -4.1% |
| 3M | -15.5% | -10.6% | -4.9% | -12.6% |
| 6M | -30.2% | +15.9% | -46.1% | -34.0% |
| YTD | -26.8% | -20.6% | -6.2% | -21.8% |
| 1Y | -25.3% | -11.8% | -13.5% | -23.3% |
| 3Y | -7.8% | +71.6% | -79.3% | -32.0% |
| All | -7.8% | +75.0% | -82.8% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling