+183.9%
FDX vs LII
+171.3%
+12.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | +3.8% | -12.6% | +16.4% | +9.9% |
| 3M | -1.3% | -24.4% | +23.1% | +9.4% |
| 6M | +5.0% | -28.7% | +33.7% | +18.8% |
| YTD | +39.6% | -19.1% | +58.8% | +48.3% |
| 1Y | +81.1% | -29.7% | +110.8% | +104.1% |
| 3Y | +63.0% | +4.8% | +58.3% | +46.0% |
| 5Y | +65.6% | +24.6% | +41.0% | +32.0% |
| All | +183.9% | +171.3% | +12.5% | +60.2% |
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