-9.9%
TOST vs LII
-27.8%
+17.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | +11.6% | +0.2% | +11.4% | +11.6% |
| 30D | +16.2% | -4.6% | +20.8% | +16.6% |
| 3M | +1.0% | -21.7% | +22.7% | +2.7% |
| 6M | +23.2% | -32.8% | +56.0% | +25.9% |
| YTD | -1.0% | -27.5% | +26.5% | -4.1% |
| 1Y | -9.9% | -28.0% | +18.1% | -12.2% |
| All | -9.9% | -27.8% | +17.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling