+187.6%
TTMI vs LII
+5,114.5%
-4,926.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.0% | +8.9% | +7.9% |
| 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% | -46.0% |
| 6M | -59.6% | -36.4% | -23.2% | -50.8% |
| YTD | -3.6% | -28.9% | +25.3% | +10.4% |
| 1Y | -2.3% | -29.5% | +27.2% | +12.5% |
| 3Y | +369.4% | -8.6% | +377.9% | +355.9% |
| 5Y | +365.4% | +20.2% | +345.2% | +278.2% |
| 10Y | +413.2% | +166.2% | +247.0% | +158.8% |
| All | +187.6% | +5,114.5% | -4,926.9% | -79.2% |
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