+32.7%
TNA vs LII
+169.1%
-136.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -2.4% |
| 7D | +3.7% | +2.9% | +0.8% | +0.2% |
| 30D | +4.4% | +0.9% | +3.5% | +1.4% |
| 3M | -26.7% | -15.5% | -11.1% | -11.2% |
| 6M | -12.8% | -30.2% | +17.4% | +25.5% |
| YTD | +22.7% | -26.8% | +49.5% | +59.3% |
| 1Y | +35.7% | -25.3% | +60.9% | +71.9% |
| 3Y | +134.6% | -7.8% | +142.3% | +116.2% |
| 5Y | -46.0% | +17.0% | -62.9% | -63.0% |
| All | +32.7% | +169.1% | -136.4% | -58.4% |
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