+125.6%
TD vs LII
+25.3%
+100.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +0.4% | -12.6% | +13.0% | +3.2% |
| 3M | +7.6% | -24.4% | +32.1% | +13.3% |
| 6M | +25.0% | -28.7% | +53.7% | +32.7% |
| YTD | +31.0% | -19.1% | +50.2% | +34.8% |
| 1Y | +65.2% | -29.7% | +94.9% | +74.9% |
| 3Y | +122.5% | +4.8% | +117.7% | +106.6% |
| All | +125.6% | +25.3% | +100.3% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling