+218.4%
TGT vs LII
+169.7%
+48.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.6% | +2.1% | -2.7% | -1.4% |
| 30D | +9.5% | -12.4% | +21.9% | +14.6% |
| 3M | +32.3% | -24.8% | +57.1% | +43.4% |
| 6M | +37.0% | -25.2% | +62.2% | +47.4% |
| YTD | +71.0% | -20.3% | +91.3% | +78.5% |
| 1Y | +85.0% | -32.9% | +118.0% | +106.0% |
| 3Y | +46.8% | +2.0% | +44.8% | +35.7% |
| 5Y | -22.7% | +24.4% | -47.2% | -37.2% |
| All | +218.4% | +169.7% | +48.7% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling