+379.1%
TPR vs LII
+162.0%
+217.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | 0.0% |
| 7D | +14.2% | -0.6% | +14.8% | +14.4% |
| 30D | +17.1% | -4.6% | +21.7% | +19.2% |
| 3M | -17.7% | -21.2% | +3.5% | -7.4% |
| 6M | -10.2% | -36.4% | +26.3% | +10.5% |
| YTD | +4.9% | -28.9% | +33.8% | +19.2% |
| 1Y | +36.1% | -29.5% | +65.7% | +55.1% |
| 3Y | +416.5% | -8.6% | +425.0% | +369.3% |
| 5Y | +254.8% | +20.2% | +234.6% | +158.4% |
| All | +379.1% | +162.0% | +217.2% | +129.8% |
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