+4,183.0%
TMO vs LII
+3,124.4%
+1,058.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.1% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | +6.2% | -12.6% | +18.8% | +10.3% |
| 3M | +27.5% | -24.4% | +51.9% | +36.7% |
| 6M | +20.0% | -28.7% | +48.7% | +30.0% |
| YTD | +6.1% | -19.1% | +25.3% | +10.4% |
| 1Y | +25.8% | -29.7% | +55.5% | +36.0% |
| 3Y | +11.2% | +4.8% | +6.4% | +5.3% |
| 5Y | +9.6% | +24.6% | -15.0% | -3.1% |
| 10Y | +317.8% | +169.2% | +148.6% | +188.0% |
| All | +4,183.0% | +3,124.4% | +1,058.6% | +1,139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling