+104.2%
FE vs LII
+162.0%
-57.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +5.2% | -4.6% | +9.8% | +5.9% |
| 3M | 0.0% | -21.2% | +21.2% | +4.2% |
| 6M | +5.0% | -36.4% | +41.5% | +13.1% |
| YTD | +7.9% | -28.9% | +36.8% | +12.8% |
| 1Y | +6.3% | -29.5% | +35.9% | +11.2% |
| 3Y | +46.0% | -8.6% | +54.6% | +38.3% |
| 5Y | +45.6% | +20.2% | +25.4% | +25.1% |
| All | +104.2% | +162.0% | -57.7% | +38.4% |
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