+84.1%
LII vs TENB
+31.4%
+52.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.6% |
| 7D | -1.2% | -8.0% | +6.8% | +0.2% |
| 30D | -2.0% | +5.0% | -7.0% | -3.1% |
| 3M | -20.2% | +20.0% | -40.3% | -23.6% |
| 6M | -32.5% | +100.0% | -132.6% | -41.6% |
| YTD | -27.4% | +85.6% | -113.0% | -37.0% |
| 1Y | -28.2% | +57.8% | -86.0% | -35.6% |
| 3Y | -7.2% | +17.6% | -24.8% | -12.8% |
| 5Y | +19.9% | -21.7% | +41.6% | +16.0% |
| All | +84.1% | +31.4% | +52.7% | +51.1% |
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