+11.8%
TSN vs LII
+170.7%
-158.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +4.9% | -1.2% | +6.1% | +5.1% |
| 30D | +12.1% | -2.0% | +14.0% | +12.3% |
| 3M | +4.1% | -20.2% | +24.3% | +8.9% |
| 6M | -10.9% | -32.5% | +21.7% | -4.4% |
| YTD | +4.8% | -27.4% | +32.2% | +9.5% |
| 1Y | +17.6% | -28.2% | +45.8% | +23.2% |
| 3Y | +43.2% | -7.2% | +50.4% | +32.8% |
| 5Y | -13.9% | +19.9% | -33.8% | -28.8% |
| 10Y | +11.8% | +168.6% | -156.8% | -32.6% |
| All | +11.8% | +170.7% | -158.9% | -32.6% |
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