-45.7%
TOST vs LII
+34.7%
-80.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.6% |
| 7D | -3.4% | -0.7% | -2.7% | -3.0% |
| 30D | -2.4% | -12.6% | +10.2% | +5.4% |
| 3M | +34.6% | -24.4% | +59.1% | +53.7% |
| 6M | +15.2% | -28.7% | +43.9% | +34.0% |
| YTD | -4.4% | -19.1% | +14.8% | -0.4% |
| 1Y | -17.4% | -29.7% | +12.3% | -5.2% |
| 3Y | +54.5% | +4.8% | +49.7% | +11.5% |
| All | -45.7% | +34.7% | -80.4% | -71.3% |
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