+79.8%
F vs LII
+162.0%
-82.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +2.6% | -4.6% | +7.2% | +4.3% |
| 3M | -8.8% | -21.2% | +12.4% | +1.3% |
| 6M | +4.6% | -36.4% | +41.1% | +25.5% |
| YTD | -1.9% | -28.9% | +27.0% | +9.7% |
| 1Y | -0.8% | -29.5% | +28.8% | +11.3% |
| 3Y | +43.5% | -8.6% | +52.0% | +32.0% |
| 5Y | -12.1% | +20.2% | -32.3% | -33.4% |
| All | +79.8% | +162.0% | -82.1% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling