+87.5%
TNA vs LII
+163.1%
-75.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -1.0% |
| 7D | -3.6% | +0.5% | -4.1% | -4.2% |
| 30D | -10.1% | -11.2% | +1.2% | +4.2% |
| 3M | +2.7% | -28.8% | +31.5% | +47.3% |
| 6M | +38.4% | -26.9% | +65.3% | +89.0% |
| YTD | +45.4% | -22.2% | +67.6% | +78.2% |
| 1Y | +55.9% | -32.0% | +87.9% | +128.1% |
| 3Y | +109.8% | -0.4% | +110.3% | +78.1% |
| 5Y | -22.5% | +22.4% | -45.0% | -48.7% |
| 10Y | +87.5% | +171.4% | -83.9% | -42.8% |
| All | +87.5% | +163.1% | -75.6% | -42.8% |
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