+457.4%
FE vs LII
+2,874.9%
-2,417.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.6% |
| 7D | +1.7% | +7.9% | -6.2% | +0.5% |
| 30D | +8.1% | -0.6% | +8.7% | +8.0% |
| 3M | -1.3% | -19.3% | +18.0% | +1.8% |
| 6M | +2.9% | -29.8% | +32.8% | +7.7% |
| YTD | +8.6% | -25.4% | +34.0% | +12.0% |
| 1Y | +6.3% | -26.2% | +32.5% | +9.8% |
| 3Y | +45.1% | -4.5% | +49.7% | +41.2% |
| 5Y | +47.1% | +26.7% | +20.5% | +34.9% |
| 10Y | +110.6% | +179.5% | -68.8% | +68.9% |
| All | +457.4% | +2,874.9% | -2,417.5% | +227.7% |
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