-41.5%
TRI vs LII
-32.5%
-9.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | -14.4% | -3.5% | -10.9% | -14.6% |
| 30D | -8.1% | -13.5% | +5.4% | -9.5% |
| 3M | +17.5% | -26.0% | +43.5% | +13.6% |
| 6M | -5.0% | -26.8% | +21.9% | -7.6% |
| YTD | -24.7% | -22.9% | -1.8% | -27.9% |
| 1Y | -41.5% | -32.6% | -8.9% | -44.4% |
| All | -41.5% | -32.5% | -9.0% | -44.4% |
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 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