+84.4%
TSM vs LII
-28.2%
+112.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | +2.7% | -0.7% | +3.5% | +3.0% |
| 30D | +3.6% | -12.6% | +16.2% | +8.3% |
| 3M | -3.4% | -24.4% | +21.1% | +5.1% |
| 6M | +20.6% | -28.7% | +49.3% | +31.1% |
| YTD | +41.9% | -19.1% | +61.0% | +50.0% |
| 1Y | +84.4% | -29.7% | +114.1% | +104.2% |
| All | +84.4% | -28.2% | +112.5% | +104.2% |
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