-76.0%
TE vs LII
+50.2%
-126.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.4% |
| 7D | -12.6% | -0.6% | -12.0% | -12.4% |
| 30D | -36.7% | -4.6% | -32.1% | -35.8% |
| 3M | -57.5% | -21.2% | -36.3% | -52.9% |
| 6M | -55.2% | -36.4% | -18.8% | -45.6% |
| YTD | -64.7% | -28.9% | -35.7% | -60.0% |
| 1Y | -35.9% | -29.5% | -6.3% | -27.0% |
| 3Y | -31.8% | -8.6% | -23.2% | -29.5% |
| 5Y | -79.4% | +20.2% | -99.7% | -81.6% |
| All | -76.0% | +50.2% | -126.1% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling