+759.9%
TGT vs LII
+3,124.4%
-2,364.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +12.2% | -12.6% | +24.8% | +16.8% |
| 3M | +33.8% | -24.4% | +58.2% | +43.8% |
| 6M | +39.3% | -28.7% | +68.0% | +51.2% |
| YTD | +72.9% | -19.1% | +92.0% | +79.7% |
| 1Y | +84.6% | -29.7% | +114.3% | +100.0% |
| 3Y | +46.2% | +4.8% | +41.4% | +37.6% |
| 5Y | -21.3% | +24.6% | -45.9% | -30.7% |
| 10Y | +213.5% | +169.2% | +44.3% | +112.2% |
| All | +759.9% | +3,124.4% | -2,364.5% | +119.2% |
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