+130.4%
TLT vs LII
+2,833.9%
-2,703.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | 0.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.6% |
| 30D | +6.0% | -4.6% | +10.6% | +5.8% |
| 3M | -0.9% | -21.7% | +20.7% | -2.4% |
| 6M | -2.6% | -32.8% | +30.2% | -4.8% |
| YTD | -3.1% | -27.5% | +24.4% | -4.6% |
| 1Y | -4.4% | -28.0% | +23.6% | -5.9% |
| 3Y | +5.5% | -7.2% | +12.7% | +6.8% |
| 5Y | -34.7% | +22.6% | -57.3% | -31.9% |
| 10Y | -17.6% | +171.5% | -189.2% | -4.6% |
| All | +130.4% | +2,833.9% | -2,703.5% | +257.9% |
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