+683.8%
TEL vs LII
+1,481.8%
-798.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | -3.9% | -12.6% | +8.7% | +2.6% |
| 3M | -5.1% | -24.4% | +19.3% | +7.0% |
| 6M | +0.6% | -28.7% | +29.3% | +16.1% |
| YTD | -7.3% | -19.1% | +11.9% | -0.2% |
| 1Y | +1.1% | -29.7% | +30.8% | +16.0% |
| 3Y | +63.7% | +4.8% | +58.9% | +47.4% |
| 5Y | +50.7% | +24.6% | +26.1% | +20.9% |
| 10Y | +290.2% | +169.2% | +121.0% | +102.2% |
| All | +683.8% | +1,481.8% | -798.0% | +52.4% |
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