+154.5%
TRV vs LII
+21.2%
+133.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.7% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -2.3% | -11.2% | +8.9% | -0.6% |
| 3M | +22.7% | -28.8% | +51.5% | +28.3% |
| 6M | +21.9% | -26.9% | +48.9% | +26.5% |
| YTD | +27.5% | -22.2% | +49.7% | +30.6% |
| 1Y | +36.2% | -32.0% | +68.2% | +42.6% |
| 3Y | +140.6% | -0.4% | +141.0% | +130.6% |
| 5Y | +154.5% | +22.4% | +132.1% | +139.5% |
| All | +154.5% | +21.2% | +133.3% | +139.5% |
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