+996.4%
FDX vs LII
+2,790.7%
-1,794.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.9% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +9.6% | -4.6% | +14.2% | +11.1% |
| 3M | +2.4% | -21.7% | +24.0% | +10.7% |
| 6M | +9.2% | -32.8% | +42.0% | +22.8% |
| YTD | +37.7% | -27.5% | +65.2% | +50.0% |
| 1Y | +56.1% | -28.0% | +84.1% | +70.3% |
| 3Y | +68.9% | -7.2% | +76.2% | +65.8% |
| 5Y | +79.0% | +22.6% | +56.4% | +56.7% |
| 10Y | +163.9% | +171.5% | -7.6% | +77.0% |
| All | +996.4% | +2,790.7% | -1,794.3% | +237.8% |
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