-9.7%
TRI vs LII
+21.2%
-30.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.5% |
| 7D | -8.4% | +0.5% | -8.9% | -8.4% |
| 30D | -6.5% | -11.2% | +4.8% | -4.9% |
| 3M | +18.6% | -28.8% | +47.4% | +23.4% |
| 6M | -10.4% | -26.9% | +16.5% | -7.7% |
| YTD | -23.7% | -22.2% | -1.5% | -22.9% |
| 1Y | -42.5% | -32.0% | -10.5% | -40.2% |
| 3Y | -19.3% | -0.4% | -18.8% | -26.6% |
| 5Y | -9.7% | +22.4% | -32.1% | -25.0% |
| All | -9.7% | +21.2% | -30.8% | -25.0% |
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 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