+130.4%
TLT vs LII
+2,776.5%
-2,646.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | -4.6% | +10.8% | +5.9% |
| 3M | -0.3% | -21.2% | +20.9% | -1.8% |
| 6M | -3.4% | -36.4% | +33.1% | -5.9% |
| YTD | -3.1% | -28.9% | +25.8% | -4.8% |
| 1Y | -5.2% | -29.5% | +24.3% | -6.9% |
| 3Y | +6.5% | -8.6% | +15.1% | +7.8% |
| 5Y | -34.7% | +20.2% | -54.9% | -32.0% |
| 10Y | -17.6% | +166.2% | -183.9% | -4.7% |
| All | +130.4% | +2,776.5% | -2,646.1% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling