+101.7%
FICO vs LII
+25.3%
+76.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.8% | -17.1% |
| 7D | -19.2% | -0.7% | -18.5% | -19.0% |
| 30D | -14.6% | -12.6% | -2.0% | -10.3% |
| 3M | -20.1% | -24.4% | +4.3% | -13.1% |
| 6M | -36.3% | -28.7% | -7.6% | -29.8% |
| YTD | -44.9% | -19.1% | -25.7% | -43.1% |
| 1Y | -38.6% | -29.7% | -8.9% | -32.7% |
| 3Y | +4.0% | +4.8% | -0.8% | -13.9% |
| All | +101.7% | +25.3% | +76.4% | +31.5% |
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