-56.3%
FIG vs LII
-28.3%
-28.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.3% |
| 7D | -12.6% | -1.2% | -11.4% | -12.8% |
| 30D | -13.8% | -2.0% | -11.8% | -13.9% |
| 3M | -16.7% | -20.2% | +3.5% | -19.7% |
| 6M | -6.1% | -32.5% | +26.4% | -12.0% |
| YTD | -48.1% | -27.4% | -20.7% | -53.3% |
| All | -56.3% | -28.3% | -28.0% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling