+808.7%
TRGP vs LII
+171.4%
+637.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +11.5% | -12.6% | +24.1% | +16.9% |
| 3M | +9.0% | -24.4% | +33.4% | +18.0% |
| 6M | +20.5% | -28.7% | +49.2% | +32.1% |
| YTD | +59.5% | -19.1% | +78.7% | +64.4% |
| 1Y | +77.9% | -29.7% | +107.6% | +93.4% |
| 3Y | +253.6% | +4.8% | +248.8% | +200.0% |
| 5Y | +615.5% | +24.6% | +590.9% | +437.3% |
| All | +808.7% | +171.4% | +637.2% | +399.2% |
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