+1,410.4%
TSM vs LII
+162.0%
+1,248.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.1% |
| 7D | -7.6% | -0.6% | -6.9% | -7.4% |
| 30D | -20.5% | -4.6% | -15.9% | -19.6% |
| 3M | -10.0% | -21.2% | +11.2% | -1.9% |
| 6M | -10.1% | -36.4% | +26.4% | +5.7% |
| YTD | +24.5% | -28.9% | +53.4% | +38.8% |
| 1Y | +31.2% | -29.5% | +60.7% | +46.5% |
| 3Y | +322.0% | -8.6% | +330.6% | +319.1% |
| 5Y | +245.3% | +20.2% | +225.0% | +199.7% |
| All | +1,410.4% | +162.0% | +1,248.4% | +890.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling