+53.9%
F vs LII
+25.3%
+28.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +5.3% | -0.7% | +6.1% | +5.6% |
| 30D | +4.6% | -12.6% | +17.2% | +10.6% |
| 3M | -3.7% | -24.4% | +20.8% | +5.9% |
| 6M | +16.8% | -28.7% | +45.5% | +31.0% |
| YTD | +15.3% | -19.1% | +34.4% | +21.0% |
| 1Y | +31.0% | -29.7% | +60.7% | +46.4% |
| 3Y | +45.4% | +4.8% | +40.7% | +23.1% |
| All | +53.9% | +25.3% | +28.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling