-26.2%
LII vs TMF
-23.9%
-2.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.2% |
| 7D | +7.9% | +4.0% | +3.9% | +5.5% |
| 30D | -0.6% | +19.5% | -20.1% | -9.8% |
| 3M | -19.3% | -3.5% | -15.8% | -17.7% |
| 6M | -29.8% | -10.6% | -19.3% | -25.0% |
| YTD | -25.4% | -17.1% | -8.3% | -17.6% |
| 1Y | -26.2% | -24.3% | -1.9% | -16.5% |
| All | -26.2% | -23.9% | -2.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling