+14.6%
TMO vs LII
+19.6%
-5.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.4% |
| 30D | +8.4% | -1.7% | +10.1% | +8.4% |
| 3M | +18.7% | -18.3% | +37.0% | +25.9% |
| 6M | +58.9% | -32.3% | +91.2% | +76.6% |
| YTD | +24.2% | -27.1% | +51.3% | +32.6% |
| 1Y | +22.8% | -27.2% | +50.0% | +31.0% |
| 3Y | +61.6% | -8.9% | +70.5% | +52.4% |
| All | +14.6% | +19.6% | -5.0% | -8.4% |
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