+36.6%
FFIV vs LII
-26.0%
+62.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.2% |
| 7D | -9.8% | +7.9% | -17.7% | -11.4% |
| 30D | -28.1% | -0.6% | -27.5% | -27.5% |
| 3M | -20.0% | -19.3% | -0.7% | -17.1% |
| 6M | -0.1% | -29.8% | +29.8% | +5.4% |
| YTD | +29.2% | -25.4% | +54.6% | +31.8% |
| 1Y | +36.6% | -26.2% | +62.8% | +39.9% |
| All | +36.6% | -26.0% | +62.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling