+95.6%
F vs LII
+168.6%
-73.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.9% |
| 7D | +5.3% | -0.7% | +6.1% | +5.6% |
| 30D | +4.6% | -12.6% | +17.2% | +11.4% |
| 3M | -3.7% | -24.4% | +20.8% | +7.2% |
| 6M | +16.8% | -28.7% | +45.5% | +32.7% |
| YTD | +15.3% | -19.1% | +34.4% | +22.1% |
| 1Y | +31.0% | -29.7% | +60.7% | +48.2% |
| 3Y | +45.4% | +4.8% | +40.7% | +25.6% |
| 5Y | +54.7% | +24.6% | +30.1% | +16.8% |
| All | +95.6% | +168.6% | -73.0% | -0.5% |
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