+224.6%
TRI vs LII
+166.1%
+58.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | +3.9% | -0.6% | +4.5% | +3.9% |
| 3M | +7.2% | -17.0% | +24.2% | +11.0% |
| 6M | +27.0% | -31.1% | +58.1% | +34.6% |
| YTD | -14.0% | -27.7% | +13.6% | -11.0% |
| 1Y | -17.7% | -26.2% | +8.5% | -15.3% |
| 3Y | -10.7% | -9.6% | -1.0% | -15.8% |
| 5Y | +0.6% | +15.7% | -15.1% | -14.1% |
| All | +224.6% | +166.1% | +58.5% | +133.4% |
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