+171.4%
LII vs TRU
+146.7%
+24.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.2% |
| 7D | +0.5% | -6.5% | +7.0% | +2.9% |
| 30D | -11.2% | -2.5% | -8.7% | -10.6% |
| 3M | -28.8% | +10.4% | -39.2% | -31.9% |
| 6M | -26.9% | +1.6% | -28.6% | -28.4% |
| YTD | -22.2% | -9.7% | -12.5% | -21.1% |
| 1Y | -32.0% | -17.3% | -14.7% | -29.1% |
| 3Y | -0.4% | -1.8% | +1.4% | -6.9% |
| 5Y | +22.4% | -36.2% | +58.7% | +32.0% |
| 10Y | +171.4% | +143.2% | +28.2% | +91.8% |
| All | +171.4% | +146.7% | +24.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling