+452.6%
FE vs LII
+3,124.4%
-2,671.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.8% |
| 7D | +1.9% | -0.7% | +2.7% | +2.0% |
| 30D | -1.2% | -12.6% | +11.4% | +0.8% |
| 3M | +3.5% | -24.4% | +27.9% | +7.4% |
| 6M | -6.1% | -28.7% | +22.6% | -2.0% |
| YTD | +7.6% | -19.1% | +26.8% | +9.9% |
| 1Y | +11.9% | -29.7% | +41.6% | +16.5% |
| 3Y | +48.4% | +4.8% | +43.7% | +42.5% |
| 5Y | +44.8% | +24.6% | +20.2% | +33.3% |
| 10Y | +115.9% | +169.2% | -53.3% | +74.2% |
| All | +452.6% | +3,124.4% | -2,671.8% | +221.5% |
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