+299.4%
TEL vs LII
+163.1%
+136.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +1.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -4.1% | -11.2% | +7.1% | +1.4% |
| 3M | -2.6% | -28.8% | +26.2% | +12.5% |
| 6M | 0.0% | -26.9% | +26.9% | +13.5% |
| YTD | -9.1% | -22.2% | +13.1% | -0.7% |
| 1Y | -0.8% | -32.0% | +31.1% | +15.0% |
| 3Y | +67.4% | -0.4% | +67.8% | +52.6% |
| 5Y | +51.8% | +22.4% | +29.3% | +20.1% |
| 10Y | +299.4% | +171.4% | +128.0% | +116.8% |
| All | +299.4% | +163.1% | +136.3% | +116.8% |
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