+1,438.8%
FFIV vs LII
+3,124.4%
-1,685.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -1.0% | -0.7% | -0.2% | -0.8% |
| 30D | -5.1% | -12.6% | +7.5% | -0.6% |
| 3M | -4.5% | -24.4% | +20.0% | +4.0% |
| 6M | +36.5% | -28.7% | +65.2% | +50.5% |
| YTD | +53.0% | -19.1% | +72.1% | +60.2% |
| 1Y | +24.2% | -29.7% | +53.9% | +36.4% |
| 3Y | +137.2% | +4.8% | +132.4% | +117.7% |
| 5Y | +91.8% | +24.6% | +67.2% | +62.2% |
| 10Y | +215.2% | +169.2% | +46.0% | +94.8% |
| All | +1,438.8% | +3,124.4% | -1,685.6% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling