+1,077.0%
TTMI vs LII
+167.7%
+909.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.7% |
| 7D | +12.2% | +2.1% | +10.1% | +10.9% |
| 30D | -5.7% | -12.4% | +6.7% | +0.8% |
| 3M | -27.5% | -24.8% | -2.7% | -17.7% |
| 6M | +47.1% | -25.2% | +72.3% | +68.2% |
| YTD | +87.5% | -20.3% | +107.7% | +105.9% |
| 1Y | +175.2% | -32.9% | +208.2% | +229.1% |
| 3Y | +901.9% | +2.0% | +899.9% | +835.9% |
| 5Y | +843.5% | +24.4% | +819.0% | +672.3% |
| 10Y | +1,077.0% | +167.2% | +909.8% | +557.6% |
| All | +1,077.0% | +167.7% | +909.3% | +557.6% |
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