+7,716.4%
TPR vs LII
+6,879.4%
+837.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -23.0% | -12.6% | -10.4% | -17.9% |
| 3M | -12.5% | -24.4% | +12.0% | -2.1% |
| 6M | -21.4% | -28.7% | +7.3% | -10.1% |
| YTD | -3.5% | -19.1% | +15.6% | +3.1% |
| 1Y | +17.4% | -29.7% | +47.1% | +33.4% |
| 3Y | +291.3% | +4.8% | +286.5% | +252.3% |
| 5Y | +241.9% | +24.6% | +217.4% | +177.7% |
| 10Y | +322.7% | +169.2% | +153.5% | +135.3% |
| All | +7,716.4% | +6,879.4% | +837.0% | +881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling