-55.4%
TSLL vs LII
+66.7%
-122.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.2% | -13.0% | -12.8% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | +17.8% | -12.6% | +30.4% | +30.7% |
| 3M | -37.0% | -24.4% | -12.6% | -23.8% |
| 6M | -37.7% | -28.7% | -9.0% | -21.9% |
| YTD | -51.4% | -19.1% | -32.2% | -46.8% |
| 1Y | -23.4% | -29.7% | +6.3% | -5.8% |
| 3Y | -30.8% | +4.8% | -35.6% | -38.7% |
| All | -55.4% | +66.7% | -122.1% | -75.4% |
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 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