+40.9%
FFIV vs LII
+23.0%
+17.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -33.8% | -2.0% | -31.8% | -33.0% |
| 3M | -20.6% | -20.2% | -0.4% | -14.3% |
| 6M | -10.2% | -32.5% | +22.3% | +1.0% |
| YTD | +24.5% | -27.4% | +51.9% | +34.4% |
| 1Y | +29.3% | -28.2% | +57.5% | +40.1% |
| 3Y | +103.8% | -7.2% | +111.0% | +83.9% |
| 5Y | +40.9% | +19.9% | +21.0% | +5.7% |
| All | +40.9% | +23.0% | +17.9% | +5.7% |
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