-12.3%
TLT vs LII
+166.2%
-178.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +3.7% | -2.4% | +6.1% | +3.8% |
| 3M | -0.7% | -17.5% | +16.8% | -0.3% |
| 6M | -4.2% | -32.8% | +28.6% | -3.6% |
| YTD | -4.0% | -27.7% | +23.7% | -3.4% |
| 1Y | -5.8% | -28.1% | +22.2% | -5.3% |
| 3Y | +4.1% | -9.7% | +13.8% | +5.2% |
| 5Y | -34.8% | +19.5% | -54.3% | -34.3% |
| 10Y | -12.3% | +170.6% | -183.0% | -6.7% |
| All | -12.3% | +166.2% | -178.6% | -6.7% |
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