-12.6%
TLT vs LII
+169.1%
-181.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | -3.1% | +2.9% | -6.0% | -3.2% |
| 30D | +1.0% | +0.9% | +0.1% | +1.0% |
| 3M | -2.7% | -15.5% | +12.8% | -2.4% |
| 6M | -4.1% | -30.2% | +26.1% | -3.6% |
| YTD | -5.4% | -26.8% | +21.5% | -4.8% |
| 1Y | -7.0% | -25.3% | +18.3% | -6.5% |
| 3Y | +2.8% | -7.8% | +10.6% | +3.9% |
| 5Y | -35.4% | +17.0% | -52.3% | -35.1% |
| All | -12.6% | +169.1% | -181.7% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling