-14.0%
TSCO vs LII
+2.8%
-16.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | +1.7% | +2.1% | -0.4% | +1.1% |
| 30D | +2.8% | -12.4% | +15.2% | +6.1% |
| 3M | +17.9% | -24.8% | +42.7% | +25.0% |
| 6M | -28.6% | -25.2% | -3.4% | -24.6% |
| YTD | -28.0% | -20.3% | -7.8% | -25.5% |
| 1Y | -39.9% | -32.9% | -6.9% | -34.8% |
| 3Y | -14.0% | +2.0% | -16.0% | -14.8% |
| All | -14.0% | +2.8% | -16.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling