+79.0%
FDX vs LII
+22.0%
+57.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.8% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +9.6% | -4.6% | +14.2% | +11.2% |
| 3M | +2.4% | -21.7% | +24.0% | +11.5% |
| 6M | +9.2% | -32.8% | +42.0% | +24.0% |
| YTD | +37.7% | -27.5% | +65.2% | +50.4% |
| 1Y | +56.1% | -28.0% | +84.1% | +70.7% |
| 3Y | +68.9% | -7.2% | +76.2% | +61.5% |
| 5Y | +79.0% | +22.6% | +56.4% | +38.1% |
| All | +79.0% | +22.0% | +57.0% | +38.1% |
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