+15.0%
TSN vs LII
-28.3%
+43.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +12.1% | -2.0% | +14.0% | +12.1% |
| 3M | +4.1% | -20.2% | +24.3% | +4.7% |
| 6M | -10.9% | -32.5% | +21.7% | -10.2% |
| YTD | +4.8% | -27.4% | +32.2% | +4.6% |
| All | +15.0% | -28.3% | +43.3% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling