+296.7%
TD vs LII
+167.7%
+129.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +0.9% | +2.1% | -1.2% | +0.3% |
| 30D | -0.7% | -12.4% | +11.8% | +2.9% |
| 3M | +6.3% | -24.8% | +31.1% | +13.6% |
| 6M | +27.9% | -25.2% | +53.1% | +36.3% |
| YTD | +29.8% | -20.3% | +50.1% | +35.2% |
| 1Y | +63.7% | -32.9% | +96.6% | +78.6% |
| 3Y | +128.3% | +2.0% | +126.3% | +110.5% |
| 5Y | +125.5% | +24.4% | +101.1% | +90.3% |
| 10Y | +296.7% | +167.2% | +129.5% | +164.9% |
| All | +296.7% | +167.7% | +129.0% | +164.9% |
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 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