+101.7%
FFIV vs LII
-6.9%
+108.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.6% | -4.7% |
| 7D | -14.2% | +0.2% | -14.4% | -14.3% |
| 30D | -33.6% | -4.6% | -29.0% | -32.5% |
| 3M | -24.2% | -21.7% | -2.6% | -19.6% |
| 6M | -8.3% | -32.8% | +24.5% | 0.0% |
| YTD | +22.1% | -27.5% | +49.6% | +29.1% |
| 1Y | +26.5% | -28.0% | +54.4% | +33.9% |
| All | +101.7% | -6.9% | +108.7% | +80.2% |
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 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