+2,967.9%
TT vs LII
+2,790.7%
+177.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.1% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | -17.6% | -4.6% | -13.0% | -16.5% |
| 3M | -18.7% | -21.7% | +3.0% | -10.0% |
| 6M | -17.4% | -32.8% | +15.4% | -3.2% |
| YTD | +1.5% | -27.5% | +29.1% | +14.3% |
| 1Y | -9.4% | -28.0% | +18.6% | +2.2% |
| 3Y | +85.1% | -7.2% | +92.3% | +82.2% |
| 5Y | +125.7% | +22.6% | +103.1% | +94.8% |
| 10Y | +757.3% | +171.5% | +585.8% | +420.3% |
| All | +2,967.9% | +2,790.7% | +177.3% | +731.3% |
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