+192.6%
TSCO vs LII
+163.1%
+29.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -2.9% |
| 7D | -2.5% | +0.5% | -2.9% | -2.6% |
| 30D | -1.1% | -11.2% | +10.1% | +2.7% |
| 3M | +14.3% | -28.8% | +43.1% | +26.1% |
| 6M | -31.9% | -26.9% | -5.0% | -26.1% |
| YTD | -30.7% | -22.2% | -8.5% | -26.7% |
| 1Y | -41.1% | -32.0% | -9.1% | -35.0% |
| 3Y | -17.1% | -0.4% | -16.7% | -22.9% |
| 5Y | -7.5% | +22.4% | -30.0% | -23.2% |
| 10Y | +192.6% | +171.4% | +21.2% | +101.3% |
| All | +192.6% | +163.1% | +29.5% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling