+421.8%
TPR vs LII
-6.9%
+428.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.0% |
| 7D | +13.9% | +0.2% | +13.7% | +13.7% |
| 30D | +14.9% | -4.6% | +19.5% | +16.3% |
| 3M | -15.4% | -21.7% | +6.3% | -8.6% |
| 6M | -4.5% | -32.8% | +28.3% | +7.1% |
| YTD | +6.0% | -27.5% | +33.5% | +14.0% |
| 1Y | +24.3% | -28.0% | +52.3% | +33.9% |
| All | +421.8% | -6.9% | +428.7% | +388.9% |
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