-27.2%
LII vs TMF
-26.6%
-0.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -3.4% | +1.1% | -0.4% |
| 30D | -1.7% | +11.5% | -13.2% | -7.5% |
| 3M | -18.3% | -4.5% | -13.8% | -16.3% |
| 6M | -32.3% | -15.0% | -17.4% | -25.6% |
| YTD | -27.1% | -19.9% | -7.3% | -17.6% |
| 1Y | -27.2% | -26.6% | -0.6% | -14.8% |
| All | -27.2% | -26.6% | -0.6% | -14.8% |
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 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