+165.9%
LII vs TMF
-82.1%
+248.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +2.9% | -9.3% | +12.2% | +3.3% |
| 30D | +0.9% | +1.9% | -1.0% | +0.9% |
| 3M | -15.5% | -11.2% | -4.3% | -15.2% |
| 6M | -30.2% | -17.7% | -12.5% | -29.8% |
| YTD | -26.8% | -24.5% | -2.4% | -26.3% |
| 1Y | -25.3% | -29.4% | +4.2% | -24.7% |
| 3Y | -7.8% | -33.4% | +25.7% | -7.0% |
| 5Y | +17.0% | -88.7% | +105.7% | +7.1% |
| All | +165.9% | -82.1% | +248.0% | +164.8% |
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