+677.7%
TEL vs LII
+1,290.4%
-612.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -4.1% | -4.6% | +0.5% | -2.4% |
| 3M | -3.4% | -21.2% | +17.8% | +8.0% |
| 6M | -3.5% | -36.4% | +32.9% | +17.7% |
| YTD | -8.0% | -28.9% | +20.9% | +4.9% |
| 1Y | -13.7% | -29.5% | +15.8% | -1.3% |
| 3Y | +71.9% | -8.6% | +80.5% | +65.0% |
| 5Y | +40.9% | +20.2% | +20.7% | +14.2% |
| 10Y | +293.3% | +166.2% | +127.1% | +103.4% |
| All | +677.7% | +1,290.4% | -612.7% | +60.2% |
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 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