-83.2%
FIG vs LII
-41.8%
-41.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.8% |
| 7D | +3.4% | +2.9% | +0.5% | +3.5% |
| 30D | -9.5% | +0.9% | -10.4% | -9.3% |
| 3M | -26.2% | -15.5% | -10.7% | -27.2% |
| 6M | +2.7% | -30.2% | +32.9% | -0.8% |
| YTD | -48.0% | -26.8% | -21.1% | -51.1% |
| 1Y | -52.0% | -25.3% | -26.8% | -55.3% |
| All | -83.2% | -41.8% | -41.3% | -83.8% |
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