+170.7%
LII vs TMF
-86.8%
+257.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -12.6% | -2.8% | -9.8% | -12.5% |
| 3M | -24.4% | -10.9% | -13.5% | -24.2% |
| 6M | -28.7% | -21.3% | -7.4% | -28.4% |
| YTD | -19.1% | -15.9% | -3.3% | -18.8% |
| 1Y | -29.7% | -15.7% | -14.0% | -29.4% |
| 3Y | +4.8% | -43.4% | +48.1% | +4.7% |
| 5Y | +24.6% | -87.8% | +112.3% | +14.2% |
| All | +170.7% | -86.8% | +257.5% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling