+17.3%
TFC vs LII
+25.3%
-8.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | -1.3% | -12.6% | +11.3% | +3.4% |
| 3M | +6.1% | -24.4% | +30.5% | +15.1% |
| 6M | +7.3% | -28.7% | +36.0% | +18.5% |
| YTD | +8.2% | -19.1% | +27.3% | +12.9% |
| 1Y | +14.4% | -29.7% | +44.1% | +25.6% |
| 3Y | +93.7% | +4.8% | +88.9% | +70.3% |
| All | +17.3% | +25.3% | -8.0% | -7.2% |
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