+9.1%
TE vs LII
-8.2%
+17.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.7% |
| 7D | -19.1% | +2.9% | -22.0% | -20.4% |
| 30D | -34.1% | +0.9% | -35.0% | -35.2% |
| 3M | -60.1% | -15.5% | -44.6% | -56.4% |
| 6M | -66.0% | -30.2% | -35.7% | -58.5% |
| YTD | -71.4% | -26.8% | -44.6% | -67.5% |
| 1Y | -45.3% | -25.3% | -20.0% | -38.5% |
| 3Y | +9.1% | -7.8% | +16.9% | -17.5% |
| All | +9.1% | -8.2% | +17.3% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling