+1,299.0%
FANG vs LII
+812.0%
+487.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +4.0% | +2.9% | +1.1% | +3.1% |
| 30D | -5.8% | +0.9% | -6.7% | -6.6% |
| 3M | -6.7% | -15.5% | +8.8% | -2.4% |
| 6M | -6.4% | -30.2% | +23.8% | +1.4% |
| YTD | +25.9% | -26.8% | +52.8% | +32.1% |
| 1Y | +31.1% | -25.3% | +56.4% | +36.1% |
| 3Y | +31.3% | -7.8% | +39.1% | +19.5% |
| 5Y | +108.3% | +17.0% | +91.3% | +64.5% |
| 10Y | +156.4% | +169.9% | -13.5% | +25.0% |
| All | +1,299.0% | +812.0% | +487.0% | +270.6% |
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