-29.5%
LII vs TMF
-22.9%
-6.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | -4.6% | +19.7% | -24.3% | -13.8% |
| 3M | -21.2% | -2.1% | -19.1% | -20.3% |
| 6M | -36.4% | -13.4% | -23.0% | -31.2% |
| YTD | -28.9% | -16.7% | -12.2% | -21.4% |
| 1Y | -29.5% | -23.3% | -6.2% | -20.1% |
| All | -29.5% | -22.9% | -6.7% | -20.1% |
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 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