+1,128.5%
FFIV vs LII
+2,790.7%
-1,662.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.6% | -4.4% |
| 7D | -14.2% | +0.2% | -14.4% | -14.3% |
| 30D | -33.6% | -4.6% | -29.0% | -32.2% |
| 3M | -24.2% | -21.7% | -2.6% | -17.2% |
| 6M | -8.3% | -32.8% | +24.5% | +4.3% |
| YTD | +22.1% | -27.5% | +49.6% | +33.4% |
| 1Y | +26.5% | -28.0% | +54.4% | +38.4% |
| 3Y | +102.3% | -7.2% | +109.5% | +95.2% |
| 5Y | +40.6% | +22.6% | +18.0% | +20.0% |
| 10Y | +129.7% | +171.5% | -41.9% | +42.0% |
| All | +1,128.5% | +2,790.7% | -1,662.1% | +164.2% |
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 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