-19.2%
TNA vs LII
+25.8%
-45.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | +0.3% |
| 7D | +4.1% | +2.1% | +2.0% | +1.5% |
| 30D | -7.6% | -12.4% | +4.8% | +7.1% |
| 3M | +8.1% | -24.8% | +32.9% | +40.7% |
| 6M | +49.0% | -25.2% | +74.2% | +93.1% |
| YTD | +51.7% | -20.3% | +72.0% | +77.1% |
| 1Y | +59.6% | -32.9% | +92.6% | +132.9% |
| 3Y | +118.9% | +2.0% | +116.9% | +76.1% |
| 5Y | -19.2% | +24.4% | -43.6% | -52.1% |
| All | -19.2% | +25.8% | -45.0% | -52.1% |
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 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