+409.5%
TRGP vs LII
+19.9%
+389.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.3% |
| 7D | -16.0% | -0.6% | -15.4% | -16.0% |
| 30D | -6.4% | -4.6% | -1.9% | -6.0% |
| 3M | -1.0% | -21.2% | +20.3% | +3.1% |
| 6M | +7.0% | -36.4% | +43.4% | +14.9% |
| YTD | +46.1% | -28.9% | +75.0% | +51.2% |
| 1Y | +58.7% | -29.5% | +88.2% | +64.5% |
| 3Y | +221.9% | -8.6% | +230.5% | +201.3% |
| All | +409.5% | +19.9% | +389.6% | +306.9% |
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 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