-31.0%
TOST vs LII
+19.4%
-50.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.0% | +0.4% | +2.5% | +2.7% |
| 30D | +10.3% | -2.4% | +12.6% | +11.1% |
| 3M | -3.3% | -17.5% | +14.2% | +7.4% |
| 6M | +37.8% | -32.8% | +70.6% | +66.7% |
| YTD | -2.8% | -27.7% | +24.9% | +7.3% |
| 1Y | -9.6% | -28.1% | +18.5% | +0.1% |
| 3Y | +144.6% | -9.7% | +154.3% | +94.7% |
| 5Y | -31.0% | +19.5% | -50.5% | -61.2% |
| All | -31.0% | +19.4% | -50.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling