+2,343.9%
TRV vs LII
+2,734.1%
-390.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.4% |
| 7D | -0.3% | -0.6% | +0.4% | -0.1% |
| 30D | +9.6% | -4.6% | +14.2% | +10.7% |
| 3M | +2.7% | -21.2% | +24.0% | +8.8% |
| 6M | +32.0% | -36.4% | +68.5% | +46.1% |
| YTD | +37.8% | -28.9% | +66.7% | +46.8% |
| 1Y | +45.2% | -29.5% | +74.8% | +54.9% |
| 3Y | +145.3% | -8.6% | +153.8% | +137.4% |
| 5Y | +172.3% | +20.2% | +152.1% | +138.3% |
| 10Y | +367.3% | +166.2% | +201.1% | +225.2% |
| All | +2,343.9% | +2,734.1% | -390.2% | +824.0% |
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 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