+366.4%
TTMI vs LII
+19.9%
+346.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.0% | +8.9% | +7.8% |
| 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% | -46.4% |
| 6M | -59.6% | -36.4% | -23.2% | -51.3% |
| YTD | -3.6% | -28.9% | +25.3% | +9.2% |
| 1Y | -2.3% | -29.5% | +27.2% | +11.3% |
| 3Y | +369.4% | -8.6% | +377.9% | +352.9% |
| All | +366.4% | +19.9% | +346.5% | +267.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling