+46.3%
FE vs LII
+22.0%
+24.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +6.4% | -4.6% | +11.0% | +6.9% |
| 3M | -0.5% | -21.7% | +21.2% | +2.4% |
| 6M | +4.7% | -32.8% | +37.5% | +9.3% |
| YTD | +8.4% | -27.5% | +35.9% | +11.4% |
| 1Y | +7.2% | -28.0% | +35.2% | +10.3% |
| 3Y | +44.9% | -7.2% | +52.1% | +36.8% |
| 5Y | +46.3% | +22.6% | +23.7% | +22.6% |
| All | +46.3% | +22.0% | +24.3% | +22.6% |
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