-38.6%
FICO vs LII
-28.2%
-10.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.8% | -16.8% |
| 7D | -19.2% | -0.7% | -18.5% | -19.2% |
| 30D | -14.6% | -12.6% | -2.0% | -13.7% |
| 3M | -20.1% | -24.4% | +4.3% | -19.2% |
| 6M | -36.3% | -28.7% | -7.6% | -34.8% |
| YTD | -44.9% | -19.1% | -25.7% | -45.6% |
| 1Y | -38.6% | -29.7% | -8.9% | -37.7% |
| All | -38.6% | -28.2% | -10.5% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling