+32.4%
TPR vs LII
-27.8%
+60.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +6.4% | -2.3% | +8.7% | +6.9% |
| 30D | +13.8% | -1.7% | +15.4% | +13.7% |
| 3M | -16.6% | -18.3% | +1.7% | -12.9% |
| 6M | +0.7% | -32.3% | +33.0% | +8.3% |
| YTD | +5.3% | -27.1% | +32.4% | +8.3% |
| 1Y | +32.4% | -27.2% | +59.5% | +36.6% |
| All | +32.4% | -27.8% | +60.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling