+22.5%
LII vs TPG
+77.8%
-55.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -0.2% | +4.2% | -4.4% | -1.7% |
| 30D | -0.6% | +13.5% | -14.1% | -5.2% |
| 3M | -17.0% | -3.3% | -13.7% | -16.5% |
| 6M | -31.1% | +11.8% | -42.9% | -34.3% |
| YTD | -27.7% | -20.9% | -6.8% | -22.6% |
| 1Y | -26.2% | -13.1% | -13.0% | -23.8% |
| 3Y | -9.6% | +72.9% | -82.5% | -31.8% |
| All | +22.5% | +77.8% | -55.3% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling