-64.4%
TTD vs LII
-28.7%
-35.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +19.9% | +0.4% | +19.5% | +19.9% |
| 30D | +27.6% | -2.4% | +30.0% | +27.5% |
| 3M | +15.2% | -17.5% | +32.7% | +14.5% |
| 6M | -33.2% | -32.8% | -0.4% | -34.3% |
| YTD | -59.4% | -27.7% | -31.7% | -61.6% |
| 1Y | -64.4% | -28.1% | -36.3% | -66.5% |
| All | -64.4% | -28.7% | -35.7% | -66.5% |
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