+125.7%
TT vs LII
+22.0%
+103.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -2.9% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | -17.6% | -4.6% | -13.0% | -16.3% |
| 3M | -18.7% | -21.7% | +3.0% | -8.1% |
| 6M | -17.4% | -32.8% | +15.4% | -0.2% |
| YTD | +1.5% | -27.5% | +29.1% | +16.3% |
| 1Y | -9.4% | -28.0% | +18.6% | +4.0% |
| 3Y | +85.1% | -7.2% | +92.3% | +70.5% |
| 5Y | +125.7% | +22.6% | +103.1% | +70.6% |
| All | +125.7% | +22.0% | +103.7% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling