+386.6%
TMO vs LII
+169.1%
+217.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +2.9% | -2.2% | -0.1% |
| 30D | +4.0% | +0.9% | +3.1% | +3.2% |
| 3M | +17.6% | -15.5% | +33.1% | +23.3% |
| 6M | +57.3% | -30.2% | +87.5% | +72.7% |
| YTD | +21.2% | -26.8% | +48.0% | +29.5% |
| 1Y | +21.1% | -25.3% | +46.4% | +28.3% |
| 3Y | +58.8% | -7.8% | +66.6% | +53.0% |
| 5Y | +11.8% | +17.0% | -5.2% | -4.4% |
| All | +386.6% | +169.1% | +217.5% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling