-76.7%
TE vs LII
+53.5%
-130.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.9% |
| 7D | -10.5% | -1.2% | -9.4% | -10.1% |
| 30D | -32.4% | -2.0% | -30.5% | -32.3% |
| 3M | -60.9% | -20.2% | -40.6% | -56.9% |
| 6M | -62.8% | -32.5% | -30.3% | -56.0% |
| YTD | -65.7% | -27.4% | -38.3% | -61.6% |
| 1Y | -39.9% | -28.2% | -11.7% | -32.2% |
| 3Y | +10.6% | -7.2% | +17.9% | +13.0% |
| 5Y | -79.7% | +19.9% | -99.6% | -81.9% |
| All | -76.7% | +53.5% | -130.1% | -79.6% |
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