+427.5%
TTMI vs LII
+168.1%
+259.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.6% |
| 7D | +7.2% | -2.3% | +9.5% | +8.8% |
| 30D | -28.7% | -1.7% | -27.0% | -29.5% |
| 3M | -39.8% | -18.3% | -21.5% | -34.7% |
| 6M | -51.7% | -32.3% | -19.4% | -43.3% |
| YTD | +14.1% | -27.1% | +41.2% | +28.5% |
| 1Y | +16.0% | -27.2% | +43.1% | +31.0% |
| 3Y | +452.7% | -8.9% | +461.6% | +436.2% |
| 5Y | +451.5% | +19.7% | +431.8% | +350.8% |
| All | +427.5% | +168.1% | +259.4% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling