+1,502.2%
TSM vs LII
+170.7%
+1,331.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.1% |
| 30D | -14.3% | -2.0% | -12.3% | -14.2% |
| 3M | -7.2% | -20.2% | +13.0% | +0.7% |
| 6M | -5.1% | -32.5% | +27.4% | +8.8% |
| YTD | +28.9% | -27.4% | +56.3% | +42.5% |
| 1Y | +37.1% | -28.2% | +65.2% | +51.9% |
| 3Y | +341.5% | -7.2% | +348.7% | +336.0% |
| 5Y | +245.7% | +19.9% | +225.8% | +200.4% |
| 10Y | +1,502.2% | +168.6% | +1,333.6% | +948.1% |
| All | +1,502.2% | +170.7% | +1,331.5% | +948.1% |
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