-32.9%
LII vs TRU
-16.5%
-16.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | +2.1% | -7.2% | +9.3% | +3.3% |
| 30D | -12.4% | -2.8% | -9.6% | -12.1% |
| 3M | -24.8% | +13.0% | -37.8% | -26.3% |
| 6M | -25.2% | +0.7% | -25.8% | -26.0% |
| YTD | -20.3% | -9.0% | -11.3% | -20.0% |
| 1Y | -32.9% | -16.3% | -16.6% | -34.3% |
| All | -32.9% | -16.5% | -16.4% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling