+4.0%
LII vs TRU
+0.4%
+3.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +2.8% |
| 7D | -0.7% | -6.8% | +6.0% | +1.2% |
| 30D | -12.6% | 0.0% | -12.6% | -12.7% |
| 3M | -24.4% | +13.3% | -37.7% | -27.5% |
| 6M | -28.7% | +3.4% | -32.1% | -30.1% |
| YTD | -19.1% | -6.4% | -12.8% | -18.9% |
| 1Y | -29.7% | -9.7% | -20.0% | -29.0% |
| All | +4.0% | +0.4% | +3.6% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling