+1.5%
TT vs LII
-27.8%
+29.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.5% | -2.3% | +5.8% | +4.4% |
| 30D | -11.0% | -1.7% | -9.4% | -11.0% |
| 3M | -12.0% | -18.3% | +6.3% | -4.6% |
| 6M | -10.4% | -32.3% | +21.9% | +3.8% |
| YTD | +9.9% | -27.1% | +37.0% | +21.8% |
| 1Y | +1.5% | -27.2% | +28.7% | +12.5% |
| All | +1.5% | -27.8% | +29.2% | +12.5% |
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