-23.4%
TSLL vs LII
-28.2%
+4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.2% | -13.0% | -12.2% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +17.8% | -12.6% | +30.4% | +23.2% |
| 3M | -37.0% | -24.4% | -12.6% | -31.1% |
| 6M | -37.7% | -28.7% | -9.0% | -32.7% |
| YTD | -51.4% | -19.1% | -32.2% | -48.4% |
| 1Y | -23.4% | -29.7% | +6.3% | -14.8% |
| All | -23.4% | -28.2% | +4.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling