+369.4%
TTMI vs LII
-8.7%
+378.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.0% | +8.9% | +7.7% |
| 7D | -19.8% | -0.6% | -19.2% | -19.8% |
| 30D | -48.1% | -4.6% | -43.5% | -48.1% |
| 3M | -51.2% | -21.2% | -30.0% | -46.3% |
| 6M | -59.6% | -36.4% | -23.2% | -51.2% |
| YTD | -3.6% | -28.9% | +25.3% | +9.0% |
| 1Y | -2.3% | -29.5% | +27.2% | +11.1% |
| 3Y | +369.4% | -8.6% | +377.9% | +322.9% |
| All | +369.4% | -8.7% | +378.1% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling