-2.9%
TSCO vs LII
+25.8%
-28.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.3% |
| 7D | +1.7% | +2.1% | -0.4% | +1.0% |
| 30D | +2.8% | -12.4% | +15.2% | +7.1% |
| 3M | +17.9% | -24.8% | +42.7% | +27.2% |
| 6M | -28.6% | -25.2% | -3.4% | -23.4% |
| YTD | -28.0% | -20.3% | -7.8% | -24.8% |
| 1Y | -39.9% | -32.9% | -6.9% | -33.4% |
| 3Y | -14.0% | +2.0% | -16.0% | -22.1% |
| 5Y | -2.9% | +24.4% | -27.4% | -26.4% |
| All | -2.9% | +25.8% | -28.7% | -26.4% |
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