+323.5%
TSM vs LII
-8.4%
+331.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -12.5% | -2.4% | -10.1% | -12.3% |
| 3M | -5.0% | -17.5% | +12.5% | +2.3% |
| 6M | -3.2% | -32.8% | +29.6% | +12.5% |
| YTD | +31.5% | -27.7% | +59.2% | +46.0% |
| 1Y | +35.7% | -28.1% | +63.8% | +50.8% |
| 3Y | +323.5% | -9.7% | +333.2% | +298.2% |
| All | +323.5% | -8.4% | +331.9% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling