+173.8%
TRV vs LII
+19.9%
+153.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.6% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +9.6% | -4.6% | +14.2% | +10.2% |
| 3M | +2.7% | -21.2% | +24.0% | +6.3% |
| 6M | +32.0% | -36.4% | +68.5% | +40.2% |
| YTD | +37.8% | -28.9% | +66.7% | +42.8% |
| 1Y | +45.2% | -29.5% | +74.8% | +50.6% |
| 3Y | +145.3% | -8.6% | +153.8% | +138.0% |
| All | +173.8% | +19.9% | +153.9% | +147.1% |
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