+283.9%
FITB vs LII
+167.7%
+116.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | -4.5% | -12.4% | +7.9% | +1.5% |
| 3M | +5.7% | -24.8% | +30.5% | +18.3% |
| 6M | +17.1% | -25.2% | +42.3% | +30.3% |
| YTD | +18.3% | -20.3% | +38.6% | +26.4% |
| 1Y | +23.9% | -32.9% | +56.8% | +43.9% |
| 3Y | +131.1% | +2.0% | +129.1% | +101.7% |
| 5Y | +71.1% | +24.4% | +46.6% | +28.9% |
| 10Y | +283.9% | +167.2% | +116.7% | +98.1% |
| All | +283.9% | +167.7% | +116.2% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling