+2,176.3%
TRV vs LII
+3,124.4%
-948.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -3.4% | -12.6% | +9.2% | -0.1% |
| 3M | +26.4% | -24.4% | +50.8% | +34.3% |
| 6M | +19.3% | -28.7% | +48.0% | +27.9% |
| YTD | +28.3% | -19.1% | +47.5% | +32.7% |
| 1Y | +34.3% | -29.7% | +64.0% | +43.5% |
| 3Y | +140.1% | +4.8% | +135.4% | +124.5% |
| 5Y | +155.7% | +24.6% | +131.2% | +122.7% |
| 10Y | +285.5% | +169.2% | +116.3% | +168.1% |
| All | +2,176.3% | +3,124.4% | -948.1% | +735.0% |
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