+129.6%
TD vs LII
-8.7%
+138.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +8.2% | -4.6% | +12.8% | +8.9% |
| 3M | +1.7% | -21.2% | +22.9% | +5.6% |
| 6M | +14.2% | -36.4% | +50.7% | +22.3% |
| YTD | +32.8% | -28.9% | +61.7% | +38.6% |
| 1Y | +55.5% | -29.5% | +85.0% | +62.5% |
| 3Y | +129.6% | -8.6% | +138.2% | +123.2% |
| All | +129.6% | -8.7% | +138.4% | +123.2% |
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