-43.8%
TOST vs LII
+20.8%
-64.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +1.1% |
| 7D | +11.6% | +0.2% | +11.4% | +11.5% |
| 30D | +16.2% | -4.6% | +20.8% | +18.7% |
| 3M | +1.0% | -21.7% | +22.7% | +15.6% |
| 6M | +23.2% | -32.8% | +56.0% | +49.0% |
| YTD | -1.0% | -27.5% | +26.5% | +9.3% |
| 1Y | -9.9% | -28.0% | +18.1% | -0.2% |
| 3Y | +101.0% | -7.2% | +108.2% | +56.2% |
| 5Y | -40.4% | +22.6% | -63.0% | -66.3% |
| All | -43.8% | +20.8% | -64.5% | -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 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