-83.9%
FIG vs LII
-42.5%
-41.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -4.0% |
| 7D | -11.4% | +0.4% | -11.8% | -11.4% |
| 30D | -17.2% | -2.4% | -14.8% | -17.2% |
| 3M | -26.6% | -17.5% | -9.1% | -27.7% |
| 6M | -9.8% | -32.8% | +23.0% | -13.0% |
| YTD | -50.1% | -27.7% | -22.5% | -53.2% |
| 1Y | -58.1% | -28.1% | -30.0% | -60.6% |
| All | -83.9% | -42.5% | -41.4% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling