+0.5%
TFC vs LII
+18.7%
-18.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +8.6% | -0.6% | +9.2% | +8.5% |
| 3M | -4.3% | -17.0% | +12.7% | +1.7% |
| 6M | +5.4% | -31.1% | +36.6% | +17.6% |
| YTD | +4.5% | -27.7% | +32.2% | +13.0% |
| 1Y | +14.0% | -26.2% | +40.2% | +22.0% |
| 3Y | +93.4% | -9.6% | +103.0% | +78.8% |
| 5Y | +0.5% | +15.7% | -15.2% | -22.1% |
| All | +0.5% | +18.7% | -18.2% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling