+181.9%
FANG vs LII
+165.8%
+16.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +2.9% | -6.3% | +9.2% | +4.6% |
| 30D | +2.6% | -13.0% | +15.7% | +6.4% |
| 3M | +7.6% | -29.0% | +36.6% | +15.7% |
| 6M | +17.3% | -27.7% | +45.0% | +23.9% |
| YTD | +38.7% | -24.2% | +62.9% | +43.8% |
| 1Y | +51.6% | -34.8% | +86.4% | +64.7% |
| 3Y | +50.0% | -4.2% | +54.2% | +36.7% |
| 5Y | +237.6% | +20.9% | +216.7% | +173.8% |
| All | +181.9% | +165.8% | +16.1% | +89.9% |
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