-12.5%
TLT vs LII
+170.7%
-183.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | 0.0% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | +5.1% | -2.0% | +7.1% | +5.1% |
| 3M | -0.2% | -20.2% | +20.0% | +0.2% |
| 6M | -2.9% | -32.5% | +29.6% | -2.3% |
| YTD | -2.7% | -27.4% | +24.7% | -2.2% |
| 1Y | -4.6% | -28.2% | +23.6% | -4.1% |
| 3Y | +6.1% | -7.2% | +13.3% | +7.2% |
| 5Y | -35.1% | +19.9% | -55.0% | -34.7% |
| 10Y | -12.5% | +168.6% | -181.1% | -7.5% |
| All | -12.5% | +170.7% | -183.2% | -7.5% |
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