-83.7%
FIG vs LII
-43.5%
-40.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.0% |
| 7D | -13.1% | -0.6% | -12.5% | -13.1% |
| 30D | -13.0% | -4.6% | -8.4% | -13.1% |
| 3M | -21.5% | -21.2% | -0.3% | -22.9% |
| 6M | -2.5% | -36.4% | +34.0% | -6.0% |
| YTD | -49.7% | -28.9% | -20.7% | -52.7% |
| 1Y | -59.1% | -29.5% | -29.6% | -61.6% |
| All | -83.7% | -43.5% | -40.2% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling