+130.5%
TD vs LII
-9.2%
+139.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +5.0% | -0.6% | +5.5% | +4.9% |
| 3M | +1.1% | -17.0% | +18.1% | +4.1% |
| 6M | +16.5% | -31.1% | +47.6% | +23.0% |
| YTD | +34.3% | -27.7% | +61.9% | +39.8% |
| 1Y | +52.9% | -26.2% | +79.0% | +58.5% |
| All | +130.5% | -9.2% | +139.7% | +119.8% |
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