+88.5%
TFC vs LII
+162.0%
-73.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +8.3% | -4.6% | +12.9% | +10.1% |
| 3M | -5.2% | -21.2% | +16.0% | +4.6% |
| 6M | -0.8% | -36.4% | +35.6% | +17.8% |
| YTD | +3.4% | -28.9% | +32.4% | +14.9% |
| 1Y | +17.0% | -29.5% | +46.5% | +30.2% |
| 3Y | +86.2% | -8.6% | +94.7% | +71.3% |
| 5Y | -2.3% | +20.2% | -22.5% | -24.8% |
| All | +88.5% | +162.0% | -73.4% | +5.9% |
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