+1,400.5%
FANG vs LII
+894.2%
+506.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -1.7% | +2.1% | -3.8% | -2.4% |
| 30D | +6.8% | -12.4% | +19.2% | +11.1% |
| 3M | +1.3% | -24.8% | +26.1% | +8.2% |
| 6M | +11.8% | -25.2% | +37.0% | +18.2% |
| YTD | +35.1% | -20.3% | +55.3% | +38.9% |
| 1Y | +48.9% | -32.9% | +81.9% | +62.7% |
| 3Y | +42.8% | +2.0% | +40.8% | +26.0% |
| 5Y | +230.3% | +24.4% | +205.8% | +158.5% |
| 10Y | +167.0% | +167.2% | -0.2% | +35.0% |
| All | +1,400.5% | +894.2% | +506.3% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling