-53.4%
TE vs LII
+63.0%
-116.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | +0.9% | -3.5% | +4.4% | +2.5% |
| 30D | -16.3% | -13.5% | -2.8% | -10.5% |
| 3M | -40.8% | -26.0% | -14.7% | -32.5% |
| 6M | -42.6% | -26.8% | -15.8% | -34.3% |
| YTD | -31.4% | -22.9% | -8.6% | -24.6% |
| 1Y | +144.9% | -32.6% | +177.5% | +184.8% |
| 3Y | -26.0% | -1.3% | -24.7% | -25.5% |
| 5Y | -48.5% | +23.1% | -71.5% | -55.0% |
| All | -53.4% | +63.0% | -116.4% | -60.0% |
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