+751.9%
TGT vs LII
+2,783.5%
-2,031.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | +6.0% | -2.4% | +8.4% | +6.6% |
| 3M | +8.0% | -17.5% | +25.5% | +14.3% |
| 6M | +32.3% | -32.8% | +65.1% | +46.8% |
| YTD | +71.3% | -27.7% | +99.0% | +83.9% |
| 1Y | +86.8% | -28.1% | +114.9% | +100.9% |
| 3Y | +67.9% | -9.7% | +77.5% | +65.5% |
| 5Y | -25.1% | +19.5% | -44.6% | -33.2% |
| 10Y | +211.8% | +170.6% | +41.2% | +110.8% |
| All | +751.9% | +2,783.5% | -2,031.6% | +124.4% |
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 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