-85.1%
TTD vs LII
+17.0%
-102.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.7% |
| 7D | +21.3% | +2.9% | +18.3% | +19.5% |
| 30D | +28.7% | +0.9% | +27.8% | +27.6% |
| 3M | +7.7% | -15.5% | +23.2% | +17.7% |
| 6M | -23.5% | -30.2% | +6.7% | -10.6% |
| YTD | -58.7% | -26.8% | -31.9% | -55.2% |
| 1Y | -63.4% | -25.3% | -38.1% | -61.2% |
| 3Y | -75.3% | -7.8% | -67.5% | -80.9% |
| All | -85.1% | +17.0% | -102.1% | -92.2% |
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 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