-11.8%
TLT vs LII
+172.8%
-184.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.0% | -2.3% | +1.3% | -1.0% |
| 30D | +3.7% | -1.7% | +5.4% | +3.7% |
| 3M | -0.8% | -18.3% | +17.5% | -0.4% |
| 6M | -3.6% | -32.3% | +28.8% | -3.0% |
| YTD | -3.9% | -27.1% | +23.2% | -3.4% |
| 1Y | -6.2% | -27.2% | +21.0% | -5.7% |
| 3Y | +4.2% | -8.9% | +13.1% | +5.3% |
| 5Y | -34.7% | +19.7% | -54.3% | -34.2% |
| 10Y | -11.8% | +168.9% | -180.7% | -6.1% |
| All | -11.8% | +172.8% | -184.6% | -6.1% |
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