+911.5%
TT vs LII
+168.6%
+742.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -7.2% | -12.6% | +5.4% | +0.1% |
| 3M | -3.0% | -24.4% | +21.5% | +11.7% |
| 6M | +1.4% | -28.7% | +30.1% | +20.0% |
| YTD | +15.9% | -19.1% | +35.0% | +26.8% |
| 1Y | +9.4% | -29.7% | +39.1% | +29.2% |
| 3Y | +124.4% | +4.8% | +119.6% | +99.5% |
| 5Y | +138.0% | +24.6% | +113.4% | +85.0% |
| All | +911.5% | +168.6% | +742.9% | +417.0% |
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