+125.4%
FFIV vs LII
+168.1%
-42.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | -2.9% | -2.3% | -0.7% | -2.1% |
| 30D | -32.4% | -1.7% | -30.7% | -31.6% |
| 3M | -22.7% | -18.3% | -4.4% | -16.7% |
| 6M | -10.7% | -32.3% | +21.6% | +1.6% |
| YTD | +25.4% | -27.1% | +52.5% | +36.4% |
| 1Y | +34.2% | -27.2% | +61.4% | +45.9% |
| 3Y | +101.2% | -8.9% | +110.1% | +89.2% |
| 5Y | +42.0% | +19.7% | +22.3% | +14.0% |
| All | +125.4% | +168.1% | -42.7% | +28.3% |
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