-20.1%
TSLL vs LII
-31.3%
+11.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -9.9% | -7.6% |
| 7D | -9.4% | +7.9% | -17.3% | -12.0% |
| 30D | +1.6% | -0.6% | +2.2% | +1.1% |
| 3M | +29.4% | -19.3% | +48.7% | +41.6% |
| 6M | -20.1% | -29.8% | +9.7% | -9.8% |
| All | -20.1% | -31.3% | +11.2% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling