+70.2%
TEL vs LII
+6.0%
+64.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.8% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | -3.9% | -12.6% | +8.7% | +1.0% |
| 3M | -5.1% | -24.4% | +19.3% | +3.8% |
| 6M | +0.6% | -28.7% | +29.3% | +11.9% |
| YTD | -7.3% | -19.1% | +11.9% | -2.1% |
| 1Y | +1.1% | -29.7% | +30.8% | +12.2% |
| All | +70.2% | +6.0% | +64.2% | +57.2% |
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