-26.9%
TGT vs LII
+19.9%
-46.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.0% |
| 7D | +2.6% | -0.6% | +3.2% | +2.9% |
| 30D | +5.0% | -4.6% | +9.6% | +6.5% |
| 3M | +8.5% | -21.2% | +29.8% | +18.3% |
| 6M | +23.8% | -36.4% | +60.2% | +43.3% |
| YTD | +66.5% | -28.9% | +95.5% | +80.3% |
| 1Y | +84.9% | -29.5% | +114.4% | +100.8% |
| 3Y | +59.2% | -8.6% | +67.8% | +45.0% |
| All | -26.9% | +19.9% | -46.8% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling