-79.9%
TE vs LII
+52.9%
-132.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.8% | -7.2% |
| 7D | -13.6% | -0.2% | -13.4% | -13.5% |
| 30D | -37.7% | -0.6% | -37.1% | -37.9% |
| 3M | -59.8% | -17.0% | -42.8% | -56.6% |
| 6M | -66.3% | -31.1% | -35.2% | -60.4% |
| YTD | -70.5% | -27.7% | -42.8% | -66.9% |
| 1Y | -48.8% | -26.2% | -22.7% | -43.0% |
| 3Y | +31.3% | -9.6% | +41.0% | +35.9% |
| 5Y | -82.0% | +15.7% | -97.7% | -84.0% |
| All | -79.9% | +52.9% | -132.8% | -82.5% |
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