+36.9%
LII vs TPG
+92.2%
-55.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.5% |
| 7D | -0.7% | -2.4% | +1.7% | +0.2% |
| 30D | -12.6% | +11.1% | -23.7% | -16.1% |
| 3M | -24.4% | +26.3% | -50.7% | -30.7% |
| 6M | -28.7% | +18.3% | -47.1% | -33.5% |
| YTD | -19.1% | -14.4% | -4.7% | -15.6% |
| 1Y | -29.7% | -6.7% | -23.0% | -29.4% |
| 3Y | +4.8% | +111.5% | -106.7% | -26.6% |
| All | +36.9% | +92.2% | -55.3% | -7.9% |
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