+84.4%
TGT vs LII
-26.1%
+110.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +2.2% |
| 30D | +4.7% | +0.9% | +3.8% | +4.5% |
| 3M | +4.6% | -15.5% | +20.1% | +6.3% |
| 6M | +34.9% | -30.2% | +65.1% | +37.8% |
| YTD | +70.9% | -26.8% | +97.8% | +65.5% |
| 1Y | +84.4% | -25.3% | +109.6% | +75.4% |
| All | +84.4% | -26.1% | +110.4% | +75.4% |
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 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