+379.4%
TTD vs LII
+179.8%
+199.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -5.0% |
| 7D | +6.3% | -0.7% | +7.1% | +6.7% |
| 30D | -23.9% | -12.6% | -11.3% | -18.0% |
| 3M | -31.4% | -24.4% | -6.9% | -22.2% |
| 6M | -42.7% | -28.7% | -14.0% | -34.3% |
| YTD | -62.0% | -19.1% | -42.8% | -60.4% |
| 1Y | -72.2% | -29.7% | -42.5% | -68.6% |
| 3Y | -81.9% | +4.8% | -86.7% | -85.5% |
| 5Y | -81.5% | +24.6% | -106.1% | -87.3% |
| All | +379.4% | +179.8% | +199.6% | +115.9% |
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