-38.4%
TRI vs LII
-28.2%
-10.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.6% |
| 30D | +7.9% | -12.6% | +20.5% | +6.2% |
| 3M | +24.1% | -24.4% | +48.5% | +19.8% |
| 6M | +3.8% | -28.7% | +32.5% | +0.7% |
| YTD | -16.9% | -19.1% | +2.3% | -19.9% |
| 1Y | -38.4% | -29.7% | -8.7% | -41.8% |
| All | -38.4% | -28.2% | -10.2% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling