+103.8%
FFIV vs LII
-8.9%
+112.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | -33.8% | -2.0% | -31.8% | -33.0% |
| 3M | -20.6% | -20.2% | -0.4% | -16.1% |
| 6M | -10.2% | -32.5% | +22.3% | -2.2% |
| YTD | +24.5% | -27.4% | +51.9% | +31.6% |
| 1Y | +29.3% | -28.2% | +57.5% | +37.0% |
| 3Y | +103.8% | -7.2% | +111.0% | +82.1% |
| All | +103.8% | -8.9% | +112.7% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling