+356.2%
TPR vs LII
+169.1%
+187.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -0.3% | +2.9% | -3.2% | -1.8% |
| 30D | +15.1% | +0.9% | +14.2% | +13.8% |
| 3M | +3.5% | -15.5% | +19.1% | +12.3% |
| 6M | +0.4% | -30.2% | +30.7% | +17.0% |
| YTD | +4.6% | -26.8% | +31.4% | +17.0% |
| 1Y | +33.1% | -25.3% | +58.4% | +46.8% |
| 3Y | +396.0% | -7.8% | +403.7% | +350.1% |
| 5Y | +230.3% | +17.0% | +213.3% | +146.2% |
| All | +356.2% | +169.1% | +187.1% | +116.0% |
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