+97.2%
LII vs TENB
+1.3%
+95.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | +0.5% | -1.7% | +2.1% | +0.8% |
| 30D | -11.2% | -8.3% | -3.0% | -10.2% |
| 3M | -28.8% | +26.2% | -55.0% | -32.4% |
| 6M | -26.9% | +60.2% | -87.1% | -34.2% |
| YTD | -22.2% | +43.1% | -65.3% | -28.9% |
| 1Y | -32.0% | +9.4% | -41.3% | -34.4% |
| 3Y | -0.4% | -23.9% | +23.4% | +1.3% |
| 5Y | +22.4% | -28.2% | +50.7% | +21.3% |
| All | +97.2% | +1.3% | +95.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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