+25.8%
TMO vs LII
-28.2%
+54.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | +6.2% | -12.6% | +18.8% | +8.3% |
| 3M | +27.5% | -24.4% | +51.9% | +32.1% |
| 6M | +20.0% | -28.7% | +48.7% | +24.9% |
| YTD | +6.1% | -19.1% | +25.3% | +7.2% |
| 1Y | +25.8% | -29.7% | +55.5% | +32.1% |
| All | +25.8% | -28.2% | +54.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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