+131.2%
TLT vs LII
+3,172.6%
-3,041.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.5% |
| 30D | -0.6% | -12.6% | +12.0% | -1.4% |
| 3M | -2.7% | -24.4% | +21.7% | -4.3% |
| 6M | -5.6% | -28.7% | +23.1% | -7.4% |
| YTD | -2.8% | -19.1% | +16.4% | -3.7% |
| 1Y | -1.4% | -29.7% | +28.3% | -3.3% |
| 3Y | -1.6% | +4.8% | -6.4% | +0.5% |
| 5Y | -33.8% | +24.6% | -58.4% | -31.2% |
| 10Y | -21.1% | +169.2% | -190.4% | -9.2% |
| All | +131.2% | +3,172.6% | -3,041.4% | +261.4% |
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