+383.7%
TSN vs LII
+2,734.1%
-2,350.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.2% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | +15.4% | -4.6% | +20.0% | +16.5% |
| 3M | +2.9% | -21.2% | +24.1% | +8.7% |
| 6M | -10.8% | -36.4% | +25.7% | -1.8% |
| YTD | +4.5% | -28.9% | +33.4% | +10.8% |
| 1Y | +19.5% | -29.5% | +49.0% | +26.9% |
| 3Y | +42.2% | -8.6% | +50.8% | +36.2% |
| 5Y | -14.2% | +20.2% | -34.4% | -25.6% |
| 10Y | +15.4% | +166.2% | -150.9% | -21.2% |
| All | +383.7% | +2,734.1% | -2,350.4% | +69.7% |
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