+316.8%
TSN vs LII
+3,124.4%
-2,807.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -10.8% | -12.6% | +1.8% | -7.9% |
| 3M | -8.8% | -24.4% | +15.7% | -3.4% |
| 6M | -16.8% | -28.7% | +11.9% | -11.2% |
| YTD | -10.0% | -19.1% | +9.1% | -7.3% |
| 1Y | -5.3% | -29.7% | +24.4% | +0.8% |
| 3Y | +8.5% | +4.8% | +3.7% | +0.5% |
| 5Y | -22.9% | +24.6% | -47.5% | -33.4% |
| 10Y | -12.6% | +169.2% | -181.8% | -40.2% |
| All | +316.8% | +3,124.4% | -2,807.6% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling