-10.0%
TSM vs LII
-32.0%
+22.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.8% | -7.9% | -10.2% |
| 7D | -18.2% | +0.2% | -18.4% | -18.2% |
| 30D | -26.8% | -4.6% | -22.2% | -26.2% |
| 3M | -14.5% | -21.7% | +7.2% | -8.7% |
| 6M | -10.0% | -32.8% | +22.8% | -1.4% |
| All | -10.0% | -32.0% | +22.0% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling