+267.8%
LII vs TRU
+251.7%
+16.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.3% |
| 7D | -1.2% | +4.9% | -6.1% | -2.9% |
| 30D | -2.0% | +26.9% | -28.9% | -10.3% |
| 3M | -20.2% | +4.0% | -24.2% | -21.9% |
| 6M | -32.5% | +15.8% | -48.3% | -37.0% |
| YTD | -27.4% | -2.6% | -24.8% | -28.7% |
| 1Y | -28.2% | +3.9% | -32.0% | -31.3% |
| 3Y | -7.2% | +59.2% | -66.4% | -27.2% |
| 5Y | +19.9% | -25.7% | +45.6% | +21.2% |
| 10Y | +168.6% | +179.3% | -10.7% | +79.4% |
| All | +267.8% | +251.7% | +16.1% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling