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  • TE vs LII✓SelectedUSD · LIITE vs LII performance historyLatest closeAs of+10.00%09/08
Stock and ETF performance explorer

TE vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-41.3%
LII return
+25.8%
Excess return
-67.1%
Maximum drawdown
-94.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+10.0%-1.4%+11.4%+10.8%
7D+18.2%+2.1%+16.1%+16.7%
30D-13.5%-12.4%-1.1%-6.1%
3M-44.6%-24.8%-19.8%-35.1%
6M-24.7%-25.2%+0.5%-11.9%
YTD-24.3%-20.3%-4.0%-16.8%
1Y+155.6%-32.9%+188.5%+211.3%
3Y-18.3%+2.0%-20.3%-25.5%
5Y-41.3%+24.4%-65.7%-56.7%
All-41.3%+25.8%-67.1%-56.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling