-7.1%
TT vs LII
-29.2%
+22.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -14.0% | -4.6% | -9.4% | -13.0% |
| 3M | -15.9% | -21.2% | +5.4% | -7.5% |
| 6M | -17.3% | -36.4% | +19.1% | -1.4% |
| YTD | +4.0% | -28.9% | +32.9% | +16.1% |
| 1Y | -7.1% | -29.5% | +22.4% | +4.1% |
| All | -7.1% | -29.2% | +22.1% | +4.1% |
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