-56.8%
TSLL vs LII
+46.5%
-103.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +10.1% |
| 7D | -21.2% | -0.6% | -20.6% | -20.7% |
| 30D | -13.3% | -4.6% | -8.7% | -11.3% |
| 3M | +15.4% | -21.2% | +36.6% | +36.8% |
| 6M | -34.2% | -36.4% | +2.2% | -10.0% |
| YTD | -52.9% | -28.9% | -24.0% | -43.8% |
| 1Y | -54.3% | -29.5% | -24.8% | -45.3% |
| 3Y | -18.4% | -8.6% | -9.8% | -20.6% |
| All | -56.8% | +46.5% | -103.3% | -74.1% |
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