+9.4%
TSN vs LII
+5.3%
+4.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.7% |
| 7D | -6.3% | -0.7% | -5.6% | -6.3% |
| 30D | -10.8% | -12.6% | +1.8% | -10.3% |
| 3M | -8.8% | -24.4% | +15.7% | -7.9% |
| 6M | -16.8% | -28.7% | +11.9% | -15.8% |
| YTD | -10.0% | -19.1% | +9.1% | -9.6% |
| 1Y | -5.3% | -29.7% | +24.4% | -4.2% |
| All | +9.4% | +5.3% | +4.1% | +8.1% |
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