+203.1%
T vs LII
+2,790.7%
-2,587.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | -9.7% | -4.6% | -5.1% | -8.9% |
| 3M | -4.3% | -21.7% | +17.3% | +0.2% |
| 6M | -13.7% | -32.8% | +19.1% | -7.6% |
| YTD | -8.0% | -27.5% | +19.5% | -3.7% |
| 1Y | -6.9% | -28.0% | +21.1% | -2.5% |
| 3Y | +59.7% | -7.2% | +66.9% | +54.1% |
| 5Y | +53.4% | +22.6% | +30.8% | +36.2% |
| 10Y | +58.2% | +171.5% | -113.3% | +16.4% |
| All | +203.1% | +2,790.7% | -2,587.6% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling