+42.2%
TSN vs LII
-8.7%
+50.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.6% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +15.4% | -4.6% | +20.0% | +15.6% |
| 3M | +2.9% | -21.2% | +24.1% | +3.9% |
| 6M | -10.8% | -36.4% | +25.7% | -9.3% |
| YTD | +4.5% | -28.9% | +33.4% | +5.4% |
| 1Y | +19.5% | -29.5% | +49.0% | +20.7% |
| 3Y | +42.2% | -8.6% | +50.8% | +34.9% |
| All | +42.2% | -8.7% | +50.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling