-72.2%
TTD vs LII
-28.2%
-44.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -4.4% |
| 7D | +6.3% | -0.7% | +7.1% | +6.3% |
| 30D | -23.9% | -12.6% | -11.3% | -23.9% |
| 3M | -31.4% | -24.4% | -6.9% | -31.9% |
| 6M | -42.7% | -28.7% | -14.0% | -43.2% |
| YTD | -62.0% | -19.1% | -42.8% | -63.2% |
| 1Y | -72.2% | -29.7% | -42.5% | -73.1% |
| All | -72.2% | -28.2% | -44.0% | -73.1% |
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