+3,360.1%
TD vs LII
+3,124.4%
+235.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +0.4% | -12.6% | +13.0% | +3.7% |
| 3M | +7.6% | -24.4% | +32.1% | +14.3% |
| 6M | +25.0% | -28.7% | +53.7% | +34.2% |
| YTD | +31.0% | -19.1% | +50.2% | +35.8% |
| 1Y | +65.2% | -29.7% | +94.9% | +76.6% |
| 3Y | +122.5% | +4.8% | +117.7% | +109.8% |
| 5Y | +124.8% | +24.6% | +100.2% | +98.8% |
| 10Y | +298.2% | +169.2% | +129.0% | +183.2% |
| All | +3,360.1% | +3,124.4% | +235.7% | +1,221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling