-84.0%
FIG vs LII
-42.4%
-41.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.8% | -13.8% | -16.7% |
| 7D | -17.4% | +0.2% | -17.6% | -17.3% |
| 30D | -15.9% | -4.6% | -11.3% | -16.1% |
| 3M | -34.5% | -21.7% | -12.8% | -35.7% |
| 6M | -5.0% | -32.8% | +27.7% | -8.4% |
| YTD | -50.7% | -27.5% | -23.1% | -53.6% |
| 1Y | -58.1% | -28.0% | -30.1% | -60.7% |
| All | -84.0% | -42.4% | -41.7% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling