-16.6%
TLT vs LII
+162.0%
-178.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | -4.6% | +10.8% | +6.3% |
| 3M | +0.1% | -21.2% | +21.3% | +0.5% |
| 6M | -3.0% | -36.4% | +33.5% | -2.3% |
| YTD | -2.7% | -28.9% | +26.2% | -2.1% |
| 1Y | -4.8% | -29.5% | +24.7% | -4.3% |
| 3Y | +6.9% | -8.6% | +15.5% | +8.1% |
| 5Y | -34.5% | +20.2% | -54.7% | -33.8% |
| All | -16.6% | +162.0% | -178.5% | -12.7% |
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