+25.3%
FFIV vs LII
-29.2%
+54.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -8.1% | -0.6% | -7.5% | -8.0% |
| 30D | -33.4% | -4.6% | -28.8% | -32.1% |
| 3M | -24.7% | -21.2% | -3.5% | -21.4% |
| 6M | -8.8% | -36.4% | +27.6% | -2.1% |
| YTD | +21.8% | -28.9% | +50.7% | +25.5% |
| 1Y | +25.3% | -29.5% | +54.8% | +29.3% |
| All | +25.3% | -29.2% | +54.5% | +29.3% |
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 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