+290.3%
TEL vs LII
+172.8%
+117.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.8% |
| 30D | +1.0% | -1.7% | +2.7% | +1.3% |
| 3M | +0.7% | -18.3% | +19.0% | +10.2% |
| 6M | +7.3% | -32.3% | +39.6% | +26.0% |
| YTD | -2.5% | -27.1% | +24.6% | +9.3% |
| 1Y | -10.3% | -27.2% | +16.9% | +0.5% |
| 3Y | +81.1% | -8.9% | +90.1% | +72.0% |
| 5Y | +45.3% | +19.7% | +25.6% | +15.2% |
| 10Y | +290.3% | +168.9% | +121.4% | +113.7% |
| All | +290.3% | +172.8% | +117.5% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling