+1,643.1%
TSM vs LII
+169.1%
+1,474.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +6.2% | +2.9% | +3.3% | +5.0% |
| 30D | -7.3% | +0.9% | -8.2% | -8.2% |
| 3M | -7.1% | -15.5% | +8.4% | -1.5% |
| 6M | +0.2% | -30.2% | +30.4% | +13.3% |
| YTD | +32.2% | -26.8% | +59.1% | +45.8% |
| 1Y | +42.8% | -25.3% | +68.1% | +55.7% |
| 3Y | +330.4% | -7.8% | +338.2% | +325.8% |
| 5Y | +263.9% | +17.0% | +247.0% | +219.2% |
| All | +1,643.1% | +169.1% | +1,474.0% | +1,047.1% |
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 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