-10.3%
TEL vs LII
-27.8%
+17.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | +1.0% | -1.7% | +2.7% | +1.2% |
| 3M | +0.7% | -18.3% | +19.0% | +7.4% |
| 6M | +7.3% | -32.3% | +39.6% | +19.7% |
| YTD | -2.5% | -27.1% | +24.6% | +3.4% |
| 1Y | -10.3% | -27.2% | +16.9% | -4.3% |
| All | -10.3% | -27.8% | +17.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling