+258.4%
TPR vs LII
+22.0%
+236.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.3% |
| 7D | +13.9% | +0.2% | +13.7% | +13.7% |
| 30D | +14.9% | -4.6% | +19.5% | +16.7% |
| 3M | -15.4% | -21.7% | +6.3% | -6.4% |
| 6M | -4.5% | -32.8% | +28.3% | +10.8% |
| YTD | +6.0% | -27.5% | +33.5% | +16.8% |
| 1Y | +24.3% | -28.0% | +52.3% | +37.2% |
| 3Y | +412.8% | -7.2% | +420.0% | +359.5% |
| 5Y | +258.4% | +22.6% | +235.8% | +147.4% |
| All | +258.4% | +22.0% | +236.4% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling