+120.3%
TNA vs LII
+6.0%
+114.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | -0.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.5% |
| 30D | -4.9% | -12.6% | +7.7% | +8.1% |
| 3M | +0.4% | -24.4% | +24.8% | +25.6% |
| 6M | +32.5% | -28.7% | +61.2% | +76.2% |
| YTD | +53.7% | -19.1% | +72.9% | +72.9% |
| 1Y | +65.1% | -29.7% | +94.8% | +118.3% |
| All | +120.3% | +6.0% | +114.3% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling