+748.4%
TT vs LII
+166.1%
+582.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +8.1% | -0.2% | +8.3% | +8.2% |
| 30D | -11.3% | -0.6% | -10.7% | -11.9% |
| 3M | -11.2% | -17.0% | +5.8% | -2.5% |
| 6M | -8.9% | -31.1% | +22.2% | +9.2% |
| YTD | +9.7% | -27.7% | +37.4% | +26.5% |
| 1Y | +1.3% | -26.2% | +27.4% | +15.1% |
| 3Y | +93.4% | -9.6% | +103.0% | +85.4% |
| 5Y | +133.5% | +15.7% | +117.9% | +87.3% |
| All | +748.4% | +166.1% | +582.3% | +326.3% |
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