+106.0%
FANG vs LII
+17.0%
+89.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +4.0% | +2.9% | +1.1% | +3.7% |
| 30D | -5.8% | +0.9% | -6.7% | -6.0% |
| 3M | -6.7% | -15.5% | +8.8% | -5.2% |
| 6M | -6.4% | -30.2% | +23.8% | -3.8% |
| YTD | +25.9% | -26.8% | +52.8% | +27.6% |
| 1Y | +31.1% | -25.3% | +56.4% | +32.2% |
| 3Y | +31.3% | -7.8% | +39.1% | +26.7% |
| All | +106.0% | +17.0% | +89.0% | +87.9% |
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 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