+3,401.6%
TT vs LII
+3,124.4%
+277.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -7.4% | -12.6% | +5.2% | -1.7% |
| 3M | -3.2% | -24.4% | +21.2% | +8.5% |
| 6M | +1.1% | -28.7% | +29.8% | +15.9% |
| YTD | +15.6% | -19.1% | +34.8% | +24.9% |
| 1Y | +9.2% | -29.7% | +38.9% | +25.1% |
| 3Y | +124.4% | +4.8% | +119.6% | +111.0% |
| 5Y | +138.0% | +24.6% | +113.4% | +105.2% |
| 10Y | +886.4% | +169.2% | +717.2% | +503.0% |
| All | +3,401.6% | +3,124.4% | +277.2% | +810.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling