+27.0%
TMO vs LII
-32.5%
+59.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.5% | -3.5% | +1.0% | -1.9% |
| 30D | -0.3% | -13.5% | +13.2% | +1.9% |
| 3M | +25.3% | -26.0% | +51.3% | +30.0% |
| 6M | +20.9% | -26.8% | +47.7% | +25.2% |
| YTD | +4.3% | -22.9% | +27.2% | +6.0% |
| 1Y | +27.0% | -32.6% | +59.7% | +34.3% |
| All | +27.0% | -32.5% | +59.6% | +34.3% |
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