+114.4%
FE vs LII
+168.6%
-54.2%
-47.7%
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% | -0.8% |
| 7D | +1.9% | -0.7% | +2.7% | +2.1% |
| 30D | -1.2% | -12.6% | +11.4% | +1.3% |
| 3M | +3.5% | -24.4% | +27.9% | +8.2% |
| 6M | -6.1% | -28.7% | +22.6% | -1.1% |
| YTD | +7.6% | -19.1% | +26.8% | +10.1% |
| 1Y | +11.9% | -29.7% | +41.6% | +17.5% |
| 3Y | +48.4% | +4.8% | +43.7% | +37.1% |
| 5Y | +44.8% | +24.6% | +20.2% | +24.9% |
| All | +114.4% | +168.6% | -54.2% | +52.0% |
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