+728.4%
TGT vs LII
+2,734.1%
-2,005.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.9% |
| 7D | +2.6% | -0.6% | +3.2% | +2.9% |
| 30D | +5.0% | -4.6% | +9.6% | +6.3% |
| 3M | +8.5% | -21.2% | +29.8% | +16.5% |
| 6M | +23.8% | -36.4% | +60.2% | +39.7% |
| YTD | +66.5% | -28.9% | +95.5% | +79.7% |
| 1Y | +84.9% | -29.5% | +114.4% | +100.0% |
| 3Y | +59.2% | -8.6% | +67.8% | +56.4% |
| 5Y | -27.2% | +20.2% | -47.4% | -35.2% |
| 10Y | +221.5% | +166.2% | +55.2% | +118.4% |
| All | +728.4% | +2,734.1% | -2,005.8% | +119.3% |
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