+305.8%
TD vs LII
+170.7%
+135.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | +7.9% | -2.0% | +9.9% | +8.2% |
| 3M | +3.1% | -20.2% | +23.4% | +9.2% |
| 6M | +17.2% | -32.5% | +49.7% | +28.6% |
| YTD | +34.7% | -27.4% | +62.1% | +43.5% |
| 1Y | +56.9% | -28.2% | +85.1% | +67.4% |
| 3Y | +134.7% | -7.2% | +142.0% | +121.7% |
| 5Y | +104.8% | +19.9% | +84.9% | +73.0% |
| 10Y | +305.8% | +168.6% | +137.2% | +169.5% |
| All | +305.8% | +170.7% | +135.1% | +169.5% |
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