+126.6%
FFIV vs LII
+170.7%
-44.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.4% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -33.8% | -2.0% | -31.8% | -32.9% |
| 3M | -20.6% | -20.2% | -0.4% | -13.7% |
| 6M | -10.2% | -32.5% | +22.3% | +2.2% |
| YTD | +24.5% | -27.4% | +51.9% | +35.6% |
| 1Y | +29.3% | -28.2% | +57.5% | +41.4% |
| 3Y | +103.8% | -7.2% | +111.0% | +90.0% |
| 5Y | +40.9% | +19.9% | +21.0% | +13.0% |
| 10Y | +126.6% | +168.6% | -42.0% | +28.2% |
| All | +126.6% | +170.7% | -44.1% | +28.2% |
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