+443.1%
TTMI vs LII
+5,832.5%
-5,389.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.7% | +8.2% |
| 7D | +5.9% | -0.7% | +6.6% | +6.2% |
| 30D | -4.3% | -12.6% | +8.3% | +2.6% |
| 3M | -32.0% | -24.4% | -7.6% | -22.7% |
| 6M | +19.5% | -28.7% | +48.2% | +41.2% |
| YTD | +82.0% | -19.1% | +101.2% | +99.3% |
| 1Y | +172.6% | -29.7% | +202.3% | +220.1% |
| 3Y | +744.7% | +4.8% | +739.9% | +681.0% |
| 5Y | +805.6% | +24.6% | +781.0% | +638.2% |
| 10Y | +1,057.6% | +169.2% | +888.4% | +493.9% |
| All | +443.1% | +5,832.5% | -5,389.4% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling