-18.0%
TSN vs LII
+17.0%
-35.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -1.4% | +2.9% | -4.4% | -1.8% |
| 30D | +8.5% | +0.9% | +7.6% | +8.3% |
| 3M | +5.3% | -15.5% | +20.8% | +7.2% |
| 6M | -10.5% | -30.2% | +19.7% | -7.3% |
| YTD | +3.0% | -26.8% | +29.8% | +5.4% |
| 1Y | +12.1% | -25.3% | +37.4% | +14.4% |
| 3Y | +43.1% | -7.8% | +50.9% | +34.3% |
| All | -18.0% | +17.0% | -35.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling