+123.4%
FE vs LII
+169.1%
-45.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | +1.2% | +2.9% | -1.7% | +0.7% |
| 30D | +4.5% | +0.9% | +3.6% | +4.1% |
| 3M | +1.3% | -15.5% | +16.9% | +4.3% |
| 6M | +8.7% | -30.2% | +38.9% | +14.9% |
| YTD | +9.2% | -26.8% | +36.1% | +13.6% |
| 1Y | +7.0% | -25.3% | +32.2% | +10.6% |
| 3Y | +51.4% | -7.8% | +59.1% | +43.5% |
| 5Y | +47.7% | +17.0% | +30.7% | +28.3% |
| All | +123.4% | +169.1% | -45.7% | +59.0% |
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