-44.2%
TNA vs LII
+23.0%
-67.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +7.1% |
| 7D | +2.3% | -1.2% | +3.5% | +4.1% |
| 30D | +1.4% | -2.0% | +3.3% | +2.1% |
| 3M | -21.1% | -20.2% | -0.8% | +0.3% |
| 6M | -9.4% | -32.5% | +23.2% | +32.1% |
| YTD | +29.6% | -27.4% | +57.0% | +65.7% |
| 1Y | +34.6% | -28.2% | +62.8% | +75.4% |
| 3Y | +155.9% | -7.2% | +163.1% | +124.9% |
| 5Y | -44.2% | +19.9% | -64.1% | -69.3% |
| All | -44.2% | +23.0% | -67.2% | -69.3% |
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