+9,599.4%
FICO vs LII
+3,124.4%
+6,475.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| 6M | -36.3% | -28.7% | -7.6% | -29.9% |
| YTD | -44.9% | -19.1% | -25.7% | -42.5% |
| 1Y | -38.6% | -29.7% | -8.9% | -32.7% |
| 3Y | +4.0% | +4.8% | -0.8% | -4.8% |
| 5Y | +99.5% | +24.6% | +75.0% | +68.2% |
| 10Y | +604.7% | +169.2% | +435.5% | +341.4% |
| All | +9,599.4% | +3,124.4% | +6,475.1% | +2,467.3% |
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