+24.4%
LII vs TRU
-35.2%
+59.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.3% |
| 7D | +2.1% | -7.2% | +9.3% | +4.8% |
| 30D | -12.4% | -2.8% | -9.6% | -11.7% |
| 3M | -24.8% | +13.0% | -37.8% | -28.7% |
| 6M | -25.2% | +0.7% | -25.8% | -26.4% |
| YTD | -20.3% | -9.0% | -11.3% | -19.3% |
| 1Y | -32.9% | -16.3% | -16.6% | -30.2% |
| 3Y | +2.0% | -1.1% | +3.1% | -3.0% |
| 5Y | +24.4% | -36.0% | +60.5% | +39.9% |
| All | +24.4% | -35.2% | +59.7% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling