+590.9%
TRI vs LII
+2,869.8%
-2,278.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -2.9% | +2.9% | -5.8% | -3.7% |
| 30D | +3.7% | +0.9% | +2.8% | +3.3% |
| 3M | +3.7% | -15.5% | +19.2% | +8.1% |
| 6M | +35.1% | -30.2% | +65.3% | +45.5% |
| YTD | -14.0% | -26.8% | +12.8% | -9.8% |
| 1Y | -19.0% | -25.3% | +6.3% | -15.5% |
| 3Y | -12.0% | -7.8% | -4.2% | -16.1% |
| 5Y | +0.6% | +17.0% | -16.3% | -12.4% |
| 10Y | +225.4% | +169.9% | +55.6% | +114.8% |
| All | +590.9% | +2,869.8% | -2,278.9% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling