+107.7%
T vs LII
+5.3%
+102.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -1.3% | -0.7% | -0.5% | -1.3% |
| 30D | +11.4% | -12.6% | +24.0% | +11.8% |
| 3M | +14.3% | -24.4% | +38.7% | +15.1% |
| 6M | -9.3% | -28.7% | +19.4% | -8.3% |
| YTD | +7.1% | -19.1% | +26.2% | +7.7% |
| 1Y | -9.1% | -29.7% | +20.6% | -8.2% |
| All | +107.7% | +5.3% | +102.4% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling