-44.5%
TOST vs LII
+18.4%
-62.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.2% |
| 7D | +9.4% | -0.6% | +10.1% | +9.9% |
| 30D | +13.5% | -4.6% | +18.1% | +15.9% |
| 3M | -0.1% | -21.2% | +21.1% | +13.8% |
| 6M | +22.5% | -36.4% | +58.9% | +53.8% |
| YTD | -2.4% | -28.9% | +26.6% | +9.0% |
| 1Y | -4.7% | -29.5% | +24.8% | +7.0% |
| 3Y | +103.2% | -8.6% | +111.8% | +58.9% |
| 5Y | -41.2% | +20.2% | -61.4% | -66.4% |
| All | -44.5% | +18.4% | -62.9% | -68.6% |
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