+739.5%
TRGP vs LII
+170.7%
+568.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.6% |
| 7D | -7.2% | -1.2% | -6.0% | -6.8% |
| 30D | -4.2% | -2.0% | -2.2% | -4.2% |
| 3M | +7.0% | -20.2% | +27.2% | +15.0% |
| 6M | +11.2% | -32.5% | +43.8% | +24.3% |
| YTD | +51.1% | -27.4% | +78.5% | +60.7% |
| 1Y | +62.0% | -28.2% | +90.2% | +72.8% |
| 3Y | +248.2% | -7.2% | +255.4% | +208.8% |
| 5Y | +432.4% | +19.9% | +412.5% | +295.2% |
| 10Y | +739.5% | +168.6% | +570.9% | +363.3% |
| All | +739.5% | +170.7% | +568.8% | +363.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling