+224.7%
TRI vs LII
+169.1%
+55.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -2.9% | +2.9% | -5.8% | -3.5% |
| 30D | +3.7% | +0.9% | +2.8% | +3.4% |
| 3M | +3.7% | -15.5% | +19.2% | +7.1% |
| 6M | +35.1% | -30.2% | +65.3% | +42.9% |
| YTD | -14.0% | -26.8% | +12.8% | -11.2% |
| 1Y | -19.0% | -25.3% | +6.3% | -16.8% |
| 3Y | -12.0% | -7.8% | -4.2% | -17.5% |
| 5Y | +0.6% | +17.0% | -16.3% | -14.2% |
| All | +224.7% | +169.1% | +55.6% | +133.0% |
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