+7,193.7%
FICO vs LII
+2,874.9%
+4,318.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -4.6% |
| 7D | +0.4% | +7.9% | -7.5% | -2.6% |
| 30D | +1.7% | -0.6% | +2.3% | +1.7% |
| 3M | -33.0% | -19.3% | -13.7% | -27.5% |
| 6M | -33.9% | -29.8% | -4.0% | -26.2% |
| YTD | -58.5% | -25.4% | -33.1% | -55.4% |
| 1Y | -56.4% | -26.2% | -30.1% | -52.9% |
| 3Y | -24.7% | -4.5% | -20.1% | -28.4% |
| 5Y | +83.1% | +26.7% | +56.4% | +53.5% |
| 10Y | +517.2% | +179.5% | +337.7% | +282.7% |
| All | +7,193.7% | +2,874.9% | +4,318.7% | +1,890.3% |
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