+33.8%
FFIV vs LII
+17.0%
+16.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | -0.5% | +2.9% | -3.5% | -1.5% |
| 30D | -32.4% | +0.9% | -33.3% | -32.2% |
| 3M | -25.7% | -15.5% | -10.2% | -21.2% |
| 6M | -13.5% | -30.2% | +16.7% | -3.8% |
| YTD | +21.1% | -26.8% | +47.9% | +30.4% |
| 1Y | +29.4% | -25.3% | +54.7% | +38.1% |
| 3Y | +94.9% | -7.8% | +102.6% | +76.5% |
| All | +33.8% | +17.0% | +16.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling