+16.2%
TFC vs LII
-26.1%
+42.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +2.3% | +2.9% | -0.7% | +1.7% |
| 30D | +10.8% | +0.9% | +9.9% | +10.4% |
| 3M | -3.8% | -15.5% | +11.8% | -1.0% |
| 6M | +9.6% | -30.2% | +39.8% | +15.1% |
| YTD | +5.8% | -26.8% | +32.6% | +7.5% |
| 1Y | +16.2% | -25.3% | +41.4% | +17.1% |
| All | +16.2% | -26.1% | +42.2% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling