+53.3%
TNA vs LII
+166.2%
-113.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | -0.7% | -2.4% | +1.7% | +0.6% |
| 3M | -21.5% | -17.5% | -4.0% | -2.2% |
| 6M | -11.2% | -32.8% | +21.6% | +34.4% |
| YTD | +27.0% | -27.7% | +54.7% | +67.3% |
| 1Y | +28.0% | -28.1% | +56.1% | +70.7% |
| 3Y | +142.9% | -9.7% | +152.6% | +130.0% |
| 5Y | -42.6% | +19.5% | -62.1% | -62.0% |
| 10Y | +53.3% | +170.6% | -117.4% | -54.2% |
| All | +53.3% | +166.2% | -113.0% | -54.2% |
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 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