+200.4%
T vs LII
+2,734.1%
-2,533.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -10.6% | -4.6% | -6.0% | -9.9% |
| 3M | -7.7% | -21.2% | +13.5% | -3.5% |
| 6M | -13.3% | -36.4% | +23.1% | -6.1% |
| YTD | -8.8% | -28.9% | +20.2% | -4.1% |
| 1Y | -8.4% | -29.5% | +21.1% | -3.7% |
| 3Y | +59.6% | -8.6% | +68.2% | +54.5% |
| 5Y | +52.1% | +20.2% | +31.9% | +35.6% |
| 10Y | +56.9% | +166.2% | -109.4% | +15.9% |
| All | +200.4% | +2,734.1% | -2,533.7% | +15.3% |
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