-85.4%
TTD vs LII
+19.9%
-105.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | +5.2% | -0.6% | +5.8% | +5.5% |
| 30D | +6.9% | -4.6% | +11.5% | +9.2% |
| 3M | -26.8% | -21.2% | -5.6% | -17.0% |
| 6M | -46.1% | -36.4% | -9.7% | -33.2% |
| YTD | -65.9% | -28.9% | -37.0% | -62.5% |
| 1Y | -71.8% | -29.5% | -42.3% | -68.9% |
| 3Y | -83.3% | -8.6% | -74.7% | -87.3% |
| All | -85.4% | +19.9% | -105.3% | -92.3% |
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 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