+16.9%
TSN vs LII
+172.8%
-156.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | +11.8% | -1.7% | +13.4% | +11.9% |
| 3M | +7.1% | -18.3% | +25.4% | +11.4% |
| 6M | -9.2% | -32.3% | +23.2% | -2.6% |
| YTD | +4.8% | -27.1% | +31.9% | +9.4% |
| 1Y | +11.6% | -27.2% | +38.8% | +16.5% |
| 3Y | +41.5% | -8.9% | +50.5% | +32.1% |
| 5Y | -15.5% | +19.7% | -35.2% | -30.0% |
| 10Y | +16.9% | +168.9% | -152.0% | -27.5% |
| All | +16.9% | +172.8% | -156.0% | -27.5% |
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