-23.8%
FICO vs LII
-6.9%
-16.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.6% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +1.7% | -4.6% | +6.3% | +2.8% |
| 3M | -35.2% | -21.7% | -13.5% | -31.4% |
| 6M | -33.7% | -32.8% | -0.9% | -28.5% |
| YTD | -58.2% | -27.5% | -30.6% | -56.5% |
| 1Y | -56.6% | -28.0% | -28.6% | -54.7% |
| All | -23.8% | -6.9% | -16.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling