+58.8%
T vs LII
+166.2%
-107.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | -7.7% | -17.5% | +9.7% | -4.4% |
| 6M | -10.6% | -32.8% | +22.2% | -4.5% |
| YTD | -7.5% | -27.7% | +20.2% | -3.4% |
| 1Y | -7.4% | -28.1% | +20.6% | -3.4% |
| 3Y | +63.1% | -9.7% | +72.7% | +53.5% |
| 5Y | +55.2% | +19.5% | +35.7% | +30.6% |
| 10Y | +58.8% | +170.6% | -111.8% | +3.8% |
| All | +58.8% | +166.2% | -107.4% | +3.8% |
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