+18.2%
TSN vs LII
+166.2%
-148.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | +12.8% | -2.4% | +15.2% | +13.2% |
| 3M | +6.5% | -17.5% | +24.0% | +10.5% |
| 6M | -10.3% | -32.8% | +22.6% | -3.6% |
| YTD | +5.5% | -27.7% | +33.2% | +10.4% |
| 1Y | +15.8% | -28.1% | +43.9% | +21.2% |
| 3Y | +42.5% | -9.7% | +52.2% | +33.2% |
| 5Y | -14.3% | +19.5% | -33.8% | -29.1% |
| 10Y | +18.2% | +170.6% | -152.4% | -27.3% |
| All | +18.2% | +166.2% | -148.0% | -27.3% |
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 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