+43.5%
F vs LII
-8.7%
+52.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +2.6% | -4.6% | +7.2% | +3.7% |
| 3M | -8.8% | -21.2% | +12.4% | -2.1% |
| 6M | +4.6% | -36.4% | +41.1% | +18.2% |
| YTD | -1.9% | -28.9% | +27.0% | +5.2% |
| 1Y | -0.8% | -29.5% | +28.8% | +6.6% |
| 3Y | +43.5% | -8.6% | +52.0% | +22.2% |
| All | +43.5% | -8.7% | +52.2% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling