+383.3%
TPR vs LII
+166.2%
+217.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +12.1% | +0.4% | +11.6% | +11.7% |
| 30D | +16.7% | -2.4% | +19.1% | +17.4% |
| 3M | -17.4% | -17.5% | +0.1% | -9.2% |
| 6M | +2.3% | -32.8% | +35.1% | +21.8% |
| YTD | +7.1% | -27.7% | +34.8% | +20.6% |
| 1Y | +29.5% | -28.1% | +57.6% | +46.0% |
| 3Y | +415.0% | -9.7% | +424.7% | +373.1% |
| 5Y | +261.5% | +19.5% | +242.0% | +165.0% |
| 10Y | +383.3% | +170.6% | +212.7% | +124.1% |
| All | +383.3% | +166.2% | +217.1% | +124.1% |
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