+449.9%
TTMI vs LII
+170.7%
+279.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.2% | +11.1% | +12.2% |
| 7D | -1.6% | -1.2% | -0.5% | -1.1% |
| 30D | -37.7% | -2.0% | -35.8% | -38.4% |
| 3M | -45.1% | -20.2% | -24.9% | -39.7% |
| 6M | -52.1% | -32.5% | -19.6% | -43.7% |
| YTD | +9.2% | -27.4% | +36.5% | +23.2% |
| 1Y | +12.9% | -28.2% | +41.1% | +28.3% |
| 3Y | +445.5% | -7.2% | +452.7% | +423.8% |
| 5Y | +427.9% | +19.9% | +408.0% | +330.6% |
| 10Y | +449.9% | +168.6% | +281.2% | +184.5% |
| All | +449.9% | +170.7% | +279.1% | +184.5% |
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