-79.1%
FIG vs LII
-35.7%
-43.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -4.3% |
| 7D | -16.3% | -0.7% | -15.6% | -16.4% |
| 30D | -14.3% | -12.6% | -1.7% | -15.3% |
| 3M | +7.2% | -24.4% | +31.6% | +4.1% |
| 6M | -18.6% | -28.7% | +10.1% | -19.4% |
| YTD | -35.5% | -19.1% | -16.3% | -38.9% |
| 1Y | -55.8% | -29.7% | -26.1% | -57.4% |
| All | -79.1% | -35.7% | -43.4% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling