+7.3%
LII vs TMF
-42.2%
+49.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | -12.6% | -2.8% | -9.8% | -12.2% |
| 3M | -24.4% | -10.9% | -13.5% | -22.8% |
| 6M | -28.7% | -21.3% | -7.4% | -26.0% |
| YTD | -19.1% | -15.9% | -3.3% | -16.8% |
| 1Y | -29.7% | -15.7% | -14.0% | -27.7% |
| All | +7.3% | -42.2% | +49.5% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling