+54.1%
T vs LII
+170.7%
-116.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | -1.7% | -2.0% | +0.2% | -1.5% |
| 3M | -7.3% | -20.2% | +12.9% | -3.4% |
| 6M | -11.2% | -32.5% | +21.3% | -5.2% |
| YTD | -8.1% | -27.4% | +19.3% | -4.1% |
| 1Y | -8.0% | -28.2% | +20.1% | -3.9% |
| 3Y | +62.1% | -7.2% | +69.4% | +51.4% |
| 5Y | +55.7% | +19.9% | +35.8% | +31.0% |
| 10Y | +54.1% | +168.6% | -114.5% | -0.2% |
| All | +54.1% | +170.7% | -116.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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