+8.0%
TMO vs LII
+21.2%
-13.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.2% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | +1.0% | -11.2% | +12.2% | +4.9% |
| 3M | +22.7% | -28.8% | +51.5% | +35.2% |
| 6M | +19.0% | -26.9% | +45.9% | +29.0% |
| YTD | +4.7% | -22.2% | +26.9% | +10.2% |
| 1Y | +26.0% | -32.0% | +58.0% | +38.9% |
| 3Y | +18.0% | -0.4% | +18.4% | +8.9% |
| 5Y | +8.0% | +22.4% | -14.5% | -15.4% |
| All | +8.0% | +21.2% | -13.2% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling