+19,202.3%
TSCO vs LII
+2,783.5%
+16,418.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +6.8% | +0.4% | +6.4% | +6.7% |
| 30D | +11.3% | -2.4% | +13.7% | +12.0% |
| 3M | +9.1% | -17.5% | +26.6% | +15.6% |
| 6M | +24.2% | -32.8% | +57.0% | +38.5% |
| YTD | -23.5% | -27.7% | +4.1% | -17.3% |
| 1Y | -30.8% | -28.1% | -2.7% | -25.1% |
| 3Y | +0.1% | -9.7% | +9.7% | -1.6% |
| 5Y | -5.3% | +19.5% | -24.8% | -16.5% |
| 10Y | +220.4% | +170.6% | +49.8% | +112.9% |
| All | +19,202.3% | +2,783.5% | +16,418.7% | +5,989.6% |
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