+299.4%
TPR vs LII
+5.3%
+294.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -23.0% | -12.6% | -10.4% | -19.5% |
| 3M | -12.5% | -24.4% | +12.0% | -5.6% |
| 6M | -21.4% | -28.7% | +7.3% | -13.7% |
| YTD | -3.5% | -19.1% | +15.6% | +0.4% |
| 1Y | +17.4% | -29.7% | +47.1% | +28.4% |
| All | +299.4% | +5.3% | +294.1% | +281.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling