+9.2%
TT vs LII
-28.2%
+37.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -7.4% | -12.6% | +5.2% | -1.9% |
| 3M | -3.2% | -24.4% | +21.2% | +7.8% |
| 6M | +1.1% | -28.7% | +29.8% | +14.5% |
| YTD | +15.6% | -19.1% | +34.8% | +23.8% |
| 1Y | +9.2% | -29.7% | +38.9% | +23.1% |
| All | +9.2% | -28.2% | +37.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling