+4,912.0%
TMO vs LII
+2,806.7%
+2,105.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | +8.4% | -1.7% | +10.1% | +8.5% |
| 3M | +18.7% | -18.3% | +37.0% | +25.1% |
| 6M | +58.9% | -32.3% | +91.2% | +74.6% |
| YTD | +24.2% | -27.1% | +51.3% | +32.5% |
| 1Y | +22.8% | -27.2% | +50.0% | +30.9% |
| 3Y | +61.6% | -8.9% | +70.5% | +58.8% |
| 5Y | +15.3% | +19.7% | -4.4% | +2.8% |
| 10Y | +388.1% | +168.9% | +219.3% | +235.2% |
| All | +4,912.0% | +2,806.7% | +2,105.3% | +1,386.0% |
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